0.17Open0.22Pre Close26 Volume256 Open Interest11.00Strike Price405.00Turnover73.32%IV6.87%PremiumOct 4, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type0.2629Delta0.4000Gamma83.24Leverage Ratio-0.0334Theta0.0003Rho21.88Eff Leverage0.0036Vega