0.20Open0.15Pre Close2 Volume315 Open Interest690.00Strike Price40.00Turnover61.06%IV10.75%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.0190Delta0.0016Gamma3116.05Leverage Ratio-0.1869Theta0.0007Rho59.34Eff Leverage0.0222Vega