0.40Open0.47Pre Close1 Volume2.36K Open Interest57.50Strike Price40.00Turnover17.97%IV2.46%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier12DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type0.3187Delta0.1934Gamma150.69Leverage Ratio-0.0298Theta0.0058Rho48.02Eff Leverage0.0366Vega