0.15Open0.36Pre Close24 Volume138 Open Interest48.50Strike Price405.00Turnover56.12%IV6.52%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.18Extrinsic Value100Contract SizeAmericanOptions Type0.1446Delta0.0916Gamma253.89Leverage Ratio-0.0810Theta0.0006Rho36.71Eff Leverage0.0101Vega