0.40Open0.30Pre Close1 Volume33 Open Interest5.50Strike Price40.00Turnover267.59%IV1.35%PremiumJan 10, 2025Expiry Date0.33Intrinsic Value100Multiplier1DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type-0.6228Delta0.4663Gamma9.85Leverage Ratio-0.1533Theta-0.0001Rho-6.13Eff Leverage0.0012Vega