0.40Open0.38Pre Close1 Volume177 Open Interest4.50Strike Price40.00Turnover110.76%IV2.50%PremiumJan 17, 2025Expiry Date0.30Intrinsic Value100Multiplier7DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type-0.6054Delta0.5876Gamma10.51Leverage Ratio-0.0182Theta-0.0005Rho-6.36Eff Leverage0.0023Vega