0.10Open0.11Pre Close4 Volume2.10K Open Interest120.00Strike Price40.00Turnover30.13%IV15.13%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.0339Delta0.0098Gamma1043.20Leverage Ratio-0.0132Theta0.0021Rho35.33Eff Leverage0.0192Vega