0.40Open0.22Pre Close1 Volume27 Open Interest47.00Strike Price40.00Turnover122.11%IV17.88%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type0.1231Delta0.0392Gamma100.53Leverage Ratio-0.1236Theta0.0005Rho12.38Eff Leverage0.0087Vega