0.02Open0.04Pre Close20 Volume38 Open Interest106.00Strike Price40.00Turnover53.40%IV9.93%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.0107Delta0.0052Gamma5883.50Leverage Ratio-0.0175Theta-0.0001Rho-62.78Eff Leverage0.0029Vega