0.40Open0.75Pre Close1 Volume418 Open Interest320.00Strike Price40.00Turnover38.83%IV13.30%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier12DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type0.0485Delta0.0049Gamma706.98Leverage Ratio-0.0798Theta0.0046Rho34.29Eff Leverage0.0528Vega