0.35Open0.40Pre Close12 Volume2.61K Open Interest13.00Strike Price420.00Turnover41.68%IV6.43%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type-0.3273Delta0.2529Gamma41.60Leverage Ratio-0.0106Theta-0.0027Rho-13.61Eff Leverage0.0124Vega