0.40Open0.50Pre Close6 Volume489 Open Interest35.00Strike Price315.00Turnover45.28%IV9.28%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry0.55Extrinsic Value100Contract SizeAmericanOptions Type0.2718Delta0.0953Gamma59.15Leverage Ratio-0.0295Theta0.0046Rho16.07Eff Leverage0.0255Vega