1.06Open1.25Pre Close4 Volume27 Open Interest66.00Strike Price424.00Turnover18.98%IV0.60%PremiumJan 17, 2025Expiry Date0.67Intrinsic Value100Multiplier6DDays to Expiry0.39Extrinsic Value100Contract SizeAmericanOptions Type-0.6507Delta0.2366Gamma65.33Leverage Ratio-0.0465Theta-0.0060Rho-42.51Eff Leverage0.0309Vega