0.27Open0.20Pre Close15 Volume257 Open Interest3.00Strike Price405.00Turnover110.09%IV13.15%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.27Extrinsic Value100Contract SizeAmericanOptions Type0.5035Delta0.5070Gamma10.70Leverage Ratio-0.0073Theta0.0007Rho5.39Eff Leverage0.0029Vega