0.02Open0.01Pre Close20 Volume182 Open Interest44.50Strike Price40.00Turnover81.91%IV11.86%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0599Delta0.0427Gamma568.57Leverage Ratio-0.0510Theta0.0002Rho34.08Eff Leverage0.0040Vega