0.05Open0.03Pre Close8 Volume1.35K Open Interest2.50Strike Price40.00Turnover115.14%IV47.83%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier31DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1824Delta0.4532Gamma34.50Leverage Ratio-0.0025Theta0.0002Rho6.29Eff Leverage0.0013Vega