0.04Open0.05Pre Close10 Volume2.61K Open Interest11.00Strike Price40.00Turnover72.01%IV30.81%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier19DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0686Delta0.0936Gamma211.00Leverage Ratio-0.0047Theta0.0003Rho14.46Eff Leverage0.0026Vega