0.04Open0.12Pre Close9 Volume2.03K Open Interest77.50Strike Price40.00Turnover110.88%IV3.06%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0717Delta0.0864Gamma1505.00Leverage Ratio-0.7962Theta0.0000Rho107.93Eff Leverage0.0020Vega