0.10Open0.10Pre Close4 Volume0 Open Interest377.50Strike Price40.00Turnover41.23%IV8.11%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.0166Delta0.0025Gamma4107.10Leverage Ratio-0.0729Theta-0.0006Rho-68.36Eff Leverage0.0166Vega