0.40Open0.94Pre Close1 Volume2.16K Open Interest15.00Strike Price40.00Turnover53.77%IV5.08%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier7DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type0.3754Delta0.3441Gamma36.64Leverage Ratio-0.0305Theta0.0010Rho13.75Eff Leverage0.0078Vega