0.40Open0.35Pre Close1 Volume2.86K Open Interest25.00Strike Price40.00Turnover58.22%IV12.05%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type-0.1856Delta0.0683Gamma65.81Leverage Ratio-0.0243Theta-0.0030Rho-12.21Eff Leverage0.0180Vega