0.20Open0.30Pre Close2 Volume289 Open Interest42.50Strike Price40.00Turnover35.06%IV11.02%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.1294Delta0.0659Gamma192.30Leverage Ratio-0.0169Theta0.0027Rho24.89Eff Leverage0.0192Vega