0.05Open0.05Pre Close8 Volume663 Open Interest29.00Strike Price40.00Turnover97.17%IV11.17%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0663Delta0.0729Gamma522.60Leverage Ratio-0.0460Theta0.0001Rho34.64Eff Leverage0.0023Vega