0.10Open0.11Pre Close4 Volume909 Open Interest35.00Strike Price40.00Turnover32.65%IV11.93%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.0908Delta0.0668Gamma313.60Leverage Ratio-0.0098Theta0.0016Rho28.47Eff Leverage0.0122Vega