0.10Open0.10Pre Close4 Volume219 Open Interest10.00Strike Price40.00Turnover55.56%IV17.03%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.1665Delta0.2076Gamma86.30Leverage Ratio-0.0067Theta0.0008Rho14.37Eff Leverage0.0054Vega