0.02Open0.04Pre Close12 Volume341 Open Interest38.50Strike Price40.00Turnover72.47%IV5.62%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0701Delta0.1028Gamma912.25Leverage Ratio-0.0955Theta0.0001Rho63.95Eff Leverage0.0024Vega