0.40Open0.22Pre Close1 Volume700 Open Interest2.50Strike Price40.00Turnover113.99%IV4.11%PremiumJan 17, 2025Expiry Date0.31Intrinsic Value100Multiplier10DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type-0.7182Delta0.7946Gamma5.84Leverage Ratio-0.0066Theta-0.0005Rho-4.19Eff Leverage0.0013Vega