0.10Open0.16Pre Close6 Volume101 Open Interest30.00Strike Price40.00Turnover65.45%IV5.62%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.1073Delta0.1559Gamma474.33Leverage Ratio-0.0569Theta0.0001Rho50.89Eff Leverage0.0033Vega