0.40Open0.45Pre Close1 Volume223 Open Interest5.00Strike Price40.00Turnover84.63%IV1.50%PremiumDec 20, 2024Expiry Date0.33Intrinsic Value100Multiplier24DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type-0.5752Delta0.3830Gamma7.78Leverage Ratio-0.0079Theta-0.0019Rho-4.48Eff Leverage0.0048Vega