0.40Open0.13Pre Close1 Volume2 Open Interest580.00Strike Price40.00Turnover40.27%IV18.13%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier15DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type0.0265Delta0.0015Gamma1228.33Leverage Ratio-0.0781Theta0.0054Rho32.55Eff Leverage0.0622Vega