0.10Open0.68Pre Close4 Volume126 Open Interest920.00Strike Price40.00Turnover75.78%IV7.62%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.0299Delta0.0021Gamma2279.97Leverage Ratio-1.1069Theta0.0006Rho68.07Eff Leverage0.0294Vega