0.40Open0.45Pre Close1 Volume1.20K Open Interest2.00Strike Price40.00Turnover154.41%IV10.61%PremiumDec 20, 2024Expiry Date0.21Intrinsic Value100Multiplier22DDays to Expiry0.19Extrinsic Value100Contract SizeAmericanOptions Type-0.5378Delta0.5834Gamma4.48Leverage Ratio-0.0060Theta-0.0007Rho-2.41Eff Leverage0.0018Vega