0.40Open1.75Pre Close1 Volume11 Open Interest45.00Strike Price40.00Turnover29.68%IV7.10%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type0.2293Delta0.0974Gamma105.98Leverage Ratio-0.0223Theta0.0057Rho24.30Eff Leverage0.0318Vega