0.05Open0.03Pre Close83 Volume142 Open Interest460.00Strike Price401.00Turnover171.02%IV45.92%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0029Delta0.0002Gamma9007.71Leverage Ratio-0.0345Theta0.0001Rho26.11Eff Leverage0.0022Vega