0.02Open0.07Pre Close20 Volume40 Open Interest19.50Strike Price40.00Turnover80.32%IV15.30%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0387Delta0.0635Gamma846.50Leverage Ratio-0.0132Theta0.0001Rho32.78Eff Leverage0.0014Vega