0.05Open0.05Pre Close8 Volume3.52K Open Interest55.00Strike Price40.00Turnover17.98%IV7.75%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0539Delta0.0491Gamma1021.80Leverage Ratio-0.0059Theta0.0016Rho55.05Eff Leverage0.0136Vega