0.40Open0.30Pre Close1 Volume1.78K Open Interest2.00Strike Price40.00Turnover104.68%IV1.84%PremiumJan 17, 2025Expiry Date0.37Intrinsic Value100Multiplier23DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.7395Delta0.7667Gamma3.84Leverage Ratio-0.0029Theta-0.0008Rho-2.84Eff Leverage0.0013Vega