0.05Open0.20Pre Close8 Volume306 Open Interest31.00Strike Price40.00Turnover69.08%IV9.93%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0677Delta0.0761Gamma564.90Leverage Ratio-0.0338Theta0.0001Rho38.25Eff Leverage0.0033Vega