0.40Open0.46Pre Close1 Volume356 Open Interest30.00Strike Price40.00Turnover38.53%IV4.05%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier12DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type-0.3249Delta0.1673Gamma64.95Leverage Ratio-0.0318Theta-0.0032Rho-21.10Eff Leverage0.0201Vega