0.10Open0.11Pre Close4 Volume186 Open Interest195.00Strike Price40.00Turnover56.09%IV21.17%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier12DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.0356Delta0.0048Gamma715.60Leverage Ratio-0.0509Theta0.0018Rho25.50Eff Leverage0.0231Vega