0.05Open0.10Pre Close8 Volume1.25K Open Interest7.00Strike Price40.00Turnover22.98%IV5.38%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.2332Delta0.8107Gamma133.80Leverage Ratio-0.0028Theta0.0009Rho31.21Eff Leverage0.0050Vega