0.20Open0.23Pre Close15 Volume131 Open Interest29.00Strike Price405.00Turnover30.60%IV0.51%PremiumDec 27, 2024Expiry Date0.30Intrinsic Value100Multiplier0DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.8476Delta0.7943Gamma90.15Leverage Ratio-0.0902Theta0.0003Rho76.41Eff Leverage0.0023Vega