0.08Open0.12Pre Close5 Volume130 Open Interest24.00Strike Price40.00Turnover54.76%IV20.29%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type-0.0445Delta0.0226Gamma375.13Leverage Ratio-0.0081Theta-0.0008Rho-16.68Eff Leverage0.0071Vega