0.10Open0.11Pre Close4 Volume186 Open Interest195.00Strike Price40.00Turnover54.68%IV21.17%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier13DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.0356Delta0.0048Gamma715.60Leverage Ratio-0.0486Theta0.0019Rho25.50Eff Leverage0.0237Vega