0.10Open0.16Pre Close6 Volume101 Open Interest30.00Strike Price40.00Turnover118.08%IV5.62%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.1071Delta0.1555Gamma474.33Leverage Ratio-0.2369Theta0.0000Rho50.82Eff Leverage0.0019Vega