0.20Open0.21Pre Close2 Volume137 Open Interest6.00Strike Price40.00Turnover265.88%IV83.98%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.2787Delta0.1559Gamma10.37Leverage Ratio-0.0164Theta0.0004Rho2.89Eff Leverage0.0027Vega