0.02Open0.04Pre Close29 Volume2.06K Open Interest120.00Strike Price40.00Turnover26.28%IV6.01%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0176Delta0.0137Gamma5660.50Leverage Ratio-0.0131Theta0.0002Rho99.85Eff Leverage0.0052Vega