0.10Open0.40Pre Close4 Volume386 Open Interest17.00Strike Price40.00Turnover172.98%IV12.80%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.2331Delta0.1413Gamma55.13Leverage Ratio-0.1373Theta0.0002Rho12.85Eff Leverage0.0038Vega