0.05Open0.06Pre Close8 Volume115 Open Interest12.00Strike Price40.00Turnover201.72%IV25.13%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0811Delta0.1045Gamma192.60Leverage Ratio-0.0423Theta0.0000Rho15.63Eff Leverage0.0011Vega