0.40Open0.40Pre Close1 Volume99 Open Interest5.00Strike Price40.00Turnover80.46%IV5.54%PremiumJan 17, 2025Expiry Date0.13Intrinsic Value100Multiplier19DDays to Expiry0.27Extrinsic Value100Contract SizeAmericanOptions Type-0.5160Delta0.4451Gamma11.46Leverage Ratio-0.0091Theta-0.0014Rho-5.91Eff Leverage0.0044Vega