0.21Open0.20Pre Close4 Volume45 Open Interest33.00Strike Price40.00Turnover69.98%IV1.66%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.2230Delta0.4746Gamma406.38Leverage Ratio-0.3407Theta0.0001Rho90.62Eff Leverage0.0027Vega