0.04Open0.11Pre Close125 Volume13 Open Interest98.00Strike Price401.00Turnover113.08%IV25.05%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0059Delta0.0011Gamma4357.00Leverage Ratio-0.0226Theta-0.0001Rho-25.63Eff Leverage0.0023Vega