0.56Open0.45Pre Close4 Volume46 Open Interest187.50Strike Price411.00Turnover51.68%IV4.81%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry1.25Extrinsic Value100Contract SizeAmericanOptions Type0.2078Delta0.0337Gamma175.69Leverage Ratio-0.4107Theta0.0030Rho36.51Eff Leverage0.0471Vega