0.20Open2.05Pre Close2 Volume1 Open Interest55.00Strike Price40.00Turnover34.06%IV8.21%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier12DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.1278Delta0.0649Gamma255.05Leverage Ratio-0.0273Theta0.0022Rho32.60Eff Leverage0.0198Vega