0.40Open0.53Pre Close1 Volume624 Open Interest220.00Strike Price40.00Turnover25.09%IV6.40%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier12DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type0.1058Delta0.0191Gamma436.11Leverage Ratio-0.0721Theta0.0073Rho46.13Eff Leverage0.0696Vega