0.04Open0.15Pre Close10 Volume11 Open Interest94.00Strike Price40.00Turnover28.33%IV4.71%PremiumNov 22, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.0370Delta0.0302Gamma2465.00Leverage Ratio-0.0262Theta-0.0003Rho-91.27Eff Leverage0.0077Vega