0.22Open0.27Pre Close2 Volume401 Open Interest8.00Strike Price41.00Turnover32.13%IV1.42%PremiumJan 17, 2025Expiry Date0.08Intrinsic Value100Multiplier10DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type0.6023Delta0.8962Gamma35.89Leverage Ratio-0.0091Theta0.0013Rho21.62Eff Leverage0.0052Vega