0.35Open0.49Pre Close16 Volume157 Open Interest17.50Strike Price424.00Turnover27.06%IV1.00%PremiumNov 1, 2024Expiry Date0.05Intrinsic Value100Multiplier4DDays to Expiry0.18Extrinsic Value100Contract SizeAmericanOptions Type-0.4780Delta0.7949Gamma79.34Leverage Ratio-0.0251Theta-0.0009Rho-37.92Eff Leverage0.0074Vega