0.05Open0.20Pre Close8 Volume46 Open Interest195.00Strike Price40.00Turnover995.51%IV15.72%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0088Delta0.0014Gamma4626.30Leverage Ratio-9.1349Theta0.0000Rho-40.50Eff Leverage0.0004Vega