0.02Open0.01Pre Close20 Volume155 Open Interest21.50Strike Price40.00Turnover278.20%IV39.81%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0230Delta0.0223Gamma769.61Leverage Ratio-0.0200Theta0.0000Rho17.72Eff Leverage0.0005Vega