0.05Open0.05Pre Close8 Volume255 Open Interest85.00Strike Price40.00Turnover38.51%IV18.52%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier17DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0232Delta0.0093Gamma1435.20Leverage Ratio-0.0094Theta0.0007Rho33.36Eff Leverage0.0084Vega