0.02Open0.01Pre Close20 Volume182 Open Interest44.50Strike Price40.00Turnover80.06%IV11.86%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0599Delta0.0427Gamma568.57Leverage Ratio-0.0493Theta0.0002Rho34.08Eff Leverage0.0041Vega