0.40Open0.45Pre Close1 Volume115 Open Interest11.00Strike Price40.00Turnover33.31%IV1.92%PremiumNov 29, 2024Expiry Date0.19Intrinsic Value100Multiplier4DDays to Expiry0.22Extrinsic Value100Contract SizeAmericanOptions Type0.6725Delta0.9315Gamma44.74Leverage Ratio-0.0195Theta0.0008Rho30.09Eff Leverage0.0042Vega