0.05Open0.05Pre Close8 Volume114 Open Interest12.00Strike Price40.00Turnover285.78%IV64.84%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0605Delta0.0562Gamma146.20Leverage Ratio-0.0289Theta0.0000Rho8.84Eff Leverage0.0009Vega