0.15Open0.07Pre Close3 Volume427 Open Interest22.50Strike Price40.00Turnover54.30%IV8.76%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.1388Delta0.1515Gamma207.80Leverage Ratio-0.0263Theta0.0005Rho28.84Eff Leverage0.0060Vega