0.03Open0.05Pre Close10 Volume768 Open Interest66.00Strike Price40.00Turnover824.17%IV12.65%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0166Delta0.0084Gamma1510.00Leverage Ratio-4.0727Theta0.0000Rho-25.04Eff Leverage0.0002Vega