0.01Open0.01Pre Close40 Volume145 Open Interest44.00Strike Price40.00Turnover185.70%IV18.81%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0065Delta0.0040Gamma5418.00Leverage Ratio-0.0481Theta0.0000Rho-35.23Eff Leverage0.0005Vega