0.10Open0.12Pre Close4 Volume135 Open Interest13.00Strike Price40.00Turnover65.12%IV21.29%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.0618Delta0.0463Gamma218.53Leverage Ratio-0.0070Theta-0.0006Rho-13.50Eff Leverage0.0049Vega