0.05Open0.05Pre Close8 Volume624 Open Interest2.50Strike Price40.00Turnover103.20%IV31.44%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.2005Delta0.5584Gamma38.80Leverage Ratio-0.0031Theta0.0002Rho7.78Eff Leverage0.0014Vega