0.45Open0.70Pre Close2.80K Volume1.31K Open Interest9.00Strike Price402.87KTurnover262.70%IV3.98%PremiumDec 6, 2024Expiry Date1.72Intrinsic Value100Multiplier4DDays to Expiry0.29Extrinsic Value100Contract SizeAmericanOptions Type-0.7254Delta0.1650Gamma3.60Leverage Ratio-0.0857Theta-0.0007Rho-2.61Eff Leverage0.0026Vega