0.05Open0.05Pre Close8 Volume126 Open Interest29.00Strike Price40.00Turnover66.67%IV11.86%PremiumNov 22, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0640Delta0.0678Gamma519.40Leverage Ratio-0.0251Theta0.0002Rho33.22Eff Leverage0.0035Vega