0.40Open11.82Pre Close1 Volume1 Open Interest197.00Strike Price40.00Turnover13.87%IV4.26%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type0.1307Delta0.0343Gamma473.35Leverage Ratio-0.0351Theta0.0135Rho61.87Eff Leverage0.0946Vega