0.40Open0.35Pre Close1 Volume2.86K Open Interest25.00Strike Price40.00Turnover56.93%IV12.24%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type-0.1803Delta0.0686Gamma65.95Leverage Ratio-0.0234Theta-0.0029Rho-11.89Eff Leverage0.0177Vega