0.20Open4.60Pre Close2 Volume2 Open Interest125.00Strike Price40.00Turnover7.84%IV0.80%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.2761Delta0.2830Gamma621.05Leverage Ratio-0.0416Theta0.0050Rho171.44Eff Leverage0.0502Vega