0.08Open0.10Pre Close5 Volume96 Open Interest17.50Strike Price40.00Turnover185.77%IV49.62%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type0.0686Delta0.0456Gamma146.88Leverage Ratio-0.0278Theta0.0001Rho10.08Eff Leverage0.0021Vega