0.02Open0.01Pre Close20 Volume871 Open Interest13.50Strike Price40.00Turnover95.56%IV13.14%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0556Delta0.1292Gamma597.50Leverage Ratio-0.0172Theta0.0000Rho33.25Eff Leverage0.0010Vega