0.20Open0.50Pre Close2 Volume47 Open Interest6.00Strike Price40.00Turnover39.29%IV2.31%PremiumDec 20, 2024Expiry Date0.06Intrinsic Value100Multiplier14DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type0.5747Delta0.8277Gamma26.93Leverage Ratio-0.0069Theta0.0013Rho15.48Eff Leverage0.0047Vega