0.04Open0.07Pre Close10 Volume281 Open Interest2.50Strike Price40.00Turnover588.79%IV203.83%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.1585Delta0.3682Gamma20.90Leverage Ratio-0.0118Theta0.0000Rho3.31Eff Leverage0.0003Vega