0.22Open0.55Pre Close22 Volume397 Open Interest147.00Strike Price405.00Turnover55.48%IV6.68%PremiumNov 1, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.22Extrinsic Value100Contract SizeAmericanOptions Type0.0877Delta0.0253Gamma552.00Leverage Ratio-0.1766Theta0.0008Rho48.40Eff Leverage0.0181Vega