0.08Open0.05Pre Close72 Volume665 Open Interest23.50Strike Price401.00Turnover38.05%IV4.53%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.1193Delta0.2556Gamma500.89Leverage Ratio-0.0245Theta0.0002Rho59.74Eff Leverage0.0041Vega