0.05Open0.75Pre Close8 Volume38 Open Interest12.50Strike Price40.00Turnover754.49%IV39.44%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.5597Delta0.0450Gamma3.64Leverage Ratio-0.2988Theta0.0004Rho2.03Eff Leverage0.0046Vega