0.15Open0.10Pre Close28 Volume1.83K Open Interest42.50Strike Price420.00Turnover42.55%IV5.20%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.1060Delta0.1221Gamma540.53Leverage Ratio-0.0459Theta0.0003Rho57.30Eff Leverage0.0065Vega