0.01Open0.03Pre Close40 Volume13 Open Interest58.50Strike Price40.00Turnover72.15%IV11.81%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0082Delta0.0063Gamma6632.00Leverage Ratio-0.0097Theta0.0000Rho-54.69Eff Leverage0.0011Vega