0.40Open0.25Pre Close1 Volume102 Open Interest77.50Strike Price40.00Turnover36.03%IV10.03%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier18DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type0.1431Delta0.0400Gamma177.00Leverage Ratio-0.0366Theta0.0048Rho25.33Eff Leverage0.0354Vega