0.20Open0.40Pre Close2 Volume484 Open Interest57.50Strike Price40.00Turnover29.49%IV3.63%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.2006Delta0.1372Gamma247.47Leverage Ratio-0.0523Theta0.0017Rho49.63Eff Leverage0.0194Vega