0.20Open0.50Pre Close2 Volume47 Open Interest6.00Strike Price40.00Turnover38.52%IV2.31%PremiumDec 20, 2024Expiry Date0.06Intrinsic Value100Multiplier15DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type0.5751Delta0.8284Gamma26.93Leverage Ratio-0.0067Theta0.0013Rho15.49Eff Leverage0.0048Vega