0.05Open0.05Pre Close8 Volume92 Open Interest25.00Strike Price40.00Turnover22.18%IV7.83%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0908Delta0.1349Gamma464.60Leverage Ratio-0.0051Theta0.0011Rho42.18Eff Leverage0.0089Vega