0.20Open0.50Pre Close2 Volume46 Open Interest6.00Strike Price40.00Turnover34.15%IV2.31%PremiumDec 20, 2024Expiry Date0.06Intrinsic Value100Multiplier14DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type0.5817Delta0.9531Gamma30.30Leverage Ratio-0.0061Theta0.0013Rho17.62Eff Leverage0.0047Vega