0.15Open0.15Pre Close3 Volume1.42K Open Interest1.00Strike Price40.00Turnover159.14%IV4.76%PremiumJan 17, 2025Expiry Date0.05Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.6434Delta2.0146Gamma10.50Leverage Ratio-0.0082Theta0.0001Rho6.76Eff Leverage0.0004Vega