0.40Open1.05Pre Close1 Volume43 Open Interest21.00Strike Price40.00Turnover58.78%IV0.82%PremiumDec 13, 2024Expiry Date0.23Intrinsic Value100Multiplier0DDays to Expiry0.18Extrinsic Value100Contract SizeAmericanOptions Type0.8405Delta1.0391Gamma84.90Leverage Ratio-0.2237Theta0.0001Rho71.36Eff Leverage0.0010Vega