0.27Open0.20Pre Close15 Volume242 Open Interest3.00Strike Price405.00Turnover93.23%IV13.15%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.27Extrinsic Value100Contract SizeAmericanOptions Type0.4872Delta0.5918Gamma12.84Leverage Ratio-0.0061Theta0.0007Rho6.26Eff Leverage0.0029Vega