0.25Open0.90Pre Close12 Volume97 Open Interest57.00Strike Price405.00Turnover50.34%IV4.17%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type-0.2538Delta0.0955Gamma112.50Leverage Ratio-0.1180Theta-0.0019Rho-28.55Eff Leverage0.0213Vega