0.05Open0.20Pre Close8 Volume306 Open Interest31.00Strike Price40.00Turnover86.20%IV9.93%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0677Delta0.0760Gamma564.90Leverage Ratio-0.0452Theta0.0001Rho38.22Eff Leverage0.0026Vega