0.05Open0.10Pre Close8 Volume8 Open Interest2.50Strike Price40.00Turnover803.83%IV-0.41%PremiumDec 20, 2024Expiry Date0.06Intrinsic Value100Multiplier-1DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type-0.8498Delta3.5463Gamma32.53Leverage Ratio-1.8462Theta0.0000Rho-27.65Eff Leverage0.0000Vega