0.04Open0.02Pre Close16 Volume482 Open Interest28.00Strike Price40.00Turnover65.71%IV11.32%PremiumNov 22, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0354Delta0.0535Gamma1258.50Leverage Ratio-0.0153Theta0.0001Rho44.51Eff Leverage0.0017Vega