0.40Open0.45Pre Close1 Volume18 Open Interest0.50Strike Price40.00Turnover418.65%IV4.29%PremiumDec 20, 2024Expiry Date0.36Intrinsic Value100Multiplier26DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.8532Delta0.2391Gamma1.73Leverage Ratio-0.0044Theta0.0002Rho1.47Eff Leverage0.0005Vega