0.05Open0.10Pre Close6 Volume11 Open Interest2.50Strike Price40.00Turnover565.83%IV165.63%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1768Delta0.3664Gamma19.20Leverage Ratio-0.0144Theta0.0000Rho3.39Eff Leverage0.0003Vega