0.03Open0.05Pre Close10 Volume768 Open Interest66.00Strike Price40.00Turnover742.45%IV13.11%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0245Delta0.0109Gamma1517.97Leverage Ratio-4.3565Theta0.0000Rho-37.20Eff Leverage0.0004Vega