0.04Open0.07Pre Close10 Volume11 Open Interest174.00Strike Price40.00Turnover478.87%IV1.55%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.0559Delta0.0671Gamma4417.25Leverage Ratio-63.1380Theta0.0000Rho-246.71Eff Leverage0.0004Vega