0.60Open0.55Pre Close5 Volume492 Open Interest60.00Strike Price420.00Turnover61.90%IV0.89%PremiumDec 20, 2024Expiry Date0.36Intrinsic Value100Multiplier1DDays to Expiry0.54Extrinsic Value100Contract SizeAmericanOptions Type0.5592Delta0.1941Gamma60.36Leverage Ratio-0.5711Theta0.0010Rho33.75Eff Leverage0.0130Vega