0.04Open0.02Pre Close10 Volume473 Open Interest5.00Strike Price40.00Turnover428.49%IV61.02%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0963Delta0.1705Gamma78.25Leverage Ratio-0.0333Theta0.0000Rho7.54Eff Leverage0.0004Vega