0.20Open0.07Pre Close2 Volume564 Open Interest28.00Strike Price40.00Turnover82.13%IV6.78%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.2128Delta0.1702Gamma150.91Leverage Ratio-0.1136Theta0.0003Rho32.11Eff Leverage0.0060Vega