0.08Open0.05Pre Close72 Volume665 Open Interest23.50Strike Price401.00Turnover38.51%IV4.62%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.1182Delta0.2513Gamma500.44Leverage Ratio-0.0246Theta0.0002Rho59.17Eff Leverage0.0040Vega