0.40Open0.80Pre Close1 Volume284 Open Interest27.00Strike Price40.00Turnover81.45%IV0.29%PremiumDec 6, 2024Expiry Date0.32Intrinsic Value100Multiplier2DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type0.5938Delta0.2466Gamma34.15Leverage Ratio-0.2000Theta0.0008Rho20.28Eff Leverage0.0075Vega