0.20Open0.40Pre Close2 Volume30 Open Interest2.50Strike Price40.00Turnover103.17%IV8.37%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier15DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type-0.4480Delta0.7597Gamma12.55Leverage Ratio-0.0069Theta-0.0005Rho-5.62Eff Leverage0.0020Vega