0.40Open1.75Pre Close1 Volume11 Open Interest45.00Strike Price40.00Turnover25.53%IV7.10%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type0.1917Delta0.1019Gamma154.15Leverage Ratio-0.0173Theta0.0048Rho29.54Eff Leverage0.0286Vega