0.35Open1.85Pre Close13 Volume13 Open Interest21.00Strike Price427.00Turnover240.93%IV34.36%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type-0.0714Delta0.0140Gamma89.89Leverage Ratio-0.1064Theta-0.0004Rho-6.42Eff Leverage0.0055Vega