0.70Open0.67Pre Close6 Volume466 Open Interest12.50Strike Price420.00Turnover57.59%IV5.47%PremiumJan 17, 2025Expiry Date0.02Intrinsic Value100Multiplier23DDays to Expiry0.69Extrinsic Value100Contract SizeAmericanOptions Type0.5399Delta0.2178Gamma16.69Leverage Ratio-0.0164Theta0.0038Rho9.01Eff Leverage0.0126Vega