0.40Open0.50Pre Close1 Volume2.18K Open Interest72.50Strike Price40.00Turnover23.29%IV6.81%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type-0.1068Delta0.0430Gamma343.87Leverage Ratio-0.0181Theta-0.0042Rho-36.73Eff Leverage0.0338Vega