0.05Open0.05Pre Close12 Volume0 Open Interest83.00Strike Price40.00Turnover38.69%IV2.39%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0588Delta0.0979Gamma2703.00Leverage Ratio-0.1274Theta0.0001Rho158.81Eff Leverage0.0036Vega