0.04Open0.08Pre Close9 Volume381 Open Interest7.50Strike Price40.00Turnover115.89%IV55.67%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier27DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1139Delta0.1254Gamma64.67Leverage Ratio-0.0054Theta0.0004Rho7.37Eff Leverage0.0026Vega