0.30Open0.60Pre Close2 Volume20 Open Interest69.00Strike Price40.00Turnover258.11%IV5.97%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.0775Delta0.0498Gamma652.10Leverage Ratio-1.8448Theta0.0000Rho50.56Eff Leverage0.0016Vega