0.40Open1.40Pre Close1 Volume346 Open Interest82.50Strike Price40.00Turnover29.32%IV4.92%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type-0.1690Delta0.0582Gamma215.88Leverage Ratio-0.0497Theta-0.0040Rho-36.49Eff Leverage0.0372Vega