0.40Open0.42Pre Close1 Volume742 Open Interest11.50Strike Price40.00Turnover131.19%IV1.02%PremiumDec 27, 2024Expiry Date0.28Intrinsic Value100Multiplier0DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type0.8638Delta0.7669Gamma39.27Leverage Ratio-0.2517Theta0.0000Rho33.92Eff Leverage0.0005Vega