0.03Open0.04Pre Close135 Volume1.36K Open Interest16.00Strike Price402.00Turnover56.39%IV10.40%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0648Delta0.1396Gamma580.80Leverage Ratio-0.0117Theta0.0001Rho37.63Eff Leverage0.0020Vega