0.05Open0.05Pre Close8 Volume473 Open Interest1.50Strike Price40.00Turnover111.52%IV9.38%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.3040Delta1.4695Gamma32.00Leverage Ratio-0.0066Theta-0.0001Rho-9.73Eff Leverage0.0007Vega