0.04Open0.04Pre Close138 Volume309 Open Interest11.00Strike Price416.00Turnover41.14%IV6.72%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0967Delta0.3820Gamma344.50Leverage Ratio-0.0091Theta0.0001Rho33.30Eff Leverage0.0019Vega