0.02Open0.05Pre Close20 Volume471 Open Interest60.00Strike Price40.00Turnover68.14%IV31.65%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0113Delta0.0056Gamma2279.50Leverage Ratio-0.0066Theta0.0001Rho25.82Eff Leverage0.0023Vega