0.20Open0.60Pre Close2 Volume334 Open Interest54.00Strike Price40.00Turnover89.93%IV17.24%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.0887Delta0.0315Gamma231.15Leverage Ratio-0.0711Theta0.0006Rho20.51Eff Leverage0.0091Vega