0.10Open0.12Pre Close4 Volume346 Open Interest27.50Strike Price40.00Turnover43.93%IV15.87%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.1059Delta0.0711Gamma190.56Leverage Ratio-0.0109Theta0.0015Rho20.19Eff Leverage0.0107Vega