0.06Open0.24Pre Close6 Volume433 Open Interest64.00Strike Price40.00Turnover30.39%IV3.65%PremiumNov 22, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.1063Delta0.0947Gamma663.20Leverage Ratio-0.0492Theta-0.0006Rho-70.50Eff Leverage0.0117Vega