0.04Open0.05Pre Close10 Volume377 Open Interest33.00Strike Price40.00Turnover62.30%IV11.66%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0503Delta0.0531Gamma739.75Leverage Ratio-0.0216Theta0.0002Rho37.19Eff Leverage0.0032Vega