0.10Open0.15Pre Close4 Volume561 Open Interest87.50Strike Price40.00Turnover34.14%IV6.01%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.0721Delta0.0434Gamma826.30Leverage Ratio-0.0441Theta0.0007Rho59.56Eff Leverage0.0127Vega