0.20Open0.50Pre Close2 Volume47 Open Interest6.00Strike Price40.00Turnover38.19%IV2.39%PremiumDec 20, 2024Expiry Date0.06Intrinsic Value100Multiplier15DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.5773Delta0.8332Gamma26.91Leverage Ratio-0.0066Theta0.0013Rho15.54Eff Leverage0.0048Vega