0.10Open0.10Pre Close5 Volume4 Open Interest4.50Strike Price40.00Turnover415.85%IV4.35%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.3885Delta1.0942Gamma46.00Leverage Ratio-0.5582Theta0.0000Rho-17.87Eff Leverage0.0003Vega