0.02Open0.04Pre Close20 Volume170 Open Interest23.50Strike Price40.00Turnover278.52%IV8.61%PremiumNov 8, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0479Delta0.0972Gamma1082.75Leverage Ratio-0.4623Theta0.0000Rho51.82Eff Leverage0.0004Vega