1.20Open1.25Pre Close5 Volume33 Open Interest47.00Strike Price402.00Turnover56.69%IV1.62%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.75Extrinsic Value100Contract SizeAmericanOptions Type0.4898Delta0.2627Gamma75.18Leverage Ratio-0.3662Theta0.0007Rho36.82Eff Leverage0.0107Vega