0.03Open0.03Pre Close98 Volume152 Open Interest187.50Strike Price411.00Turnover51.35%IV12.63%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0145Delta0.0041Gamma3700.22Leverage Ratio-0.0313Theta0.0003Rho53.79Eff Leverage0.0064Vega