0.20Open0.50Pre Close2 Volume47 Open Interest6.00Strike Price40.00Turnover38.41%IV2.14%PremiumDec 20, 2024Expiry Date0.07Intrinsic Value100Multiplier15DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type0.5752Delta0.8288Gamma26.98Leverage Ratio-0.0066Theta0.0013Rho15.52Eff Leverage0.0048Vega