0.10Open0.05Pre Close4 Volume183 Open Interest7.50Strike Price40.00Turnover99.99%IV22.68%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.1465Delta0.2142Gamma82.60Leverage Ratio-0.0111Theta0.0003Rho12.10Eff Leverage0.0025Vega