0.40Open0.35Pre Close1 Volume468 Open Interest12.00Strike Price40.00Turnover410.17%IV174.94%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type0.3113Delta0.0792Gamma7.84Leverage Ratio-0.0373Theta0.0005Rho2.44Eff Leverage0.0038Vega