0.10Open0.05Pre Close5 Volume2.45K Open Interest11.00Strike Price40.00Turnover58.00%IV15.46%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier12DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1070Delta0.1811Gamma191.40Leverage Ratio-0.0076Theta0.0003Rho20.47Eff Leverage0.0032Vega