0.40Open0.42Pre Close1 Volume15 Open Interest5.00Strike Price40.00Turnover66.50%IV2.27%PremiumDec 20, 2024Expiry Date0.28Intrinsic Value100Multiplier22DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type0.6671Delta0.4225Gamma10.56Leverage Ratio-0.0076Theta0.0018Rho7.04Eff Leverage0.0047Vega