0.03Open0.05Pre Close10 Volume768 Open Interest66.00Strike Price40.00Turnover661.15%IV13.14%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0239Delta0.0103Gamma1518.60Leverage Ratio-3.3027Theta0.0000Rho-36.23Eff Leverage0.0005Vega