0.05Open0.10Pre Close12 Volume60 Open Interest207.50Strike Price40.00Turnover111.58%IV18.13%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0047Delta0.0007Gamma8446.67Leverage Ratio-0.0298Theta-0.0001Rho-39.73Eff Leverage0.0024Vega