0.24Open0.24Pre Close1.62K Volume4.51K Open Interest6.00Strike Price40.61KTurnover42.83%IV0.65%PremiumJan 10, 2025Expiry Date0.20Intrinsic Value100Multiplier2DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.8650Delta1.0977Gamma28.18Leverage Ratio-0.0106Theta0.0003Rho24.38Eff Leverage0.0010Vega