0.10Open0.51Pre Close4 Volume34 Open Interest122.00Strike Price40.00Turnover98.82%IV5.93%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.0909Delta0.0340Gamma576.35Leverage Ratio-0.5910Theta0.0002Rho52.40Eff Leverage0.0080Vega