0.11Open0.25Pre Close32 Volume424 Open Interest24.00Strike Price415.00Turnover104.11%IV9.06%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.1039Delta0.0923Gamma262.80Leverage Ratio-0.0815Theta-0.0001Rho-27.29Eff Leverage0.0034Vega