0.40Open0.45Pre Close1 Volume2.53K Open Interest15.00Strike Price40.00Turnover46.86%IV7.36%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type-0.3103Delta0.1879Gamma39.40Leverage Ratio-0.0136Theta-0.0031Rho-12.22Eff Leverage0.0142Vega