0.40Open0.45Pre Close1 Volume356 Open Interest22.50Strike Price40.00Turnover24.87%IV3.34%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type0.4270Delta0.2971Gamma55.40Leverage Ratio-0.0136Theta0.0052Rho23.66Eff Leverage0.0208Vega