1.90Open0.39Pre Close2 Volume100 Open Interest139.00Strike Price405.00Turnover30.91%IV0.97%PremiumDec 20, 2024Expiry Date0.81Intrinsic Value100Multiplier4DDays to Expiry1.34Extrinsic Value100Contract SizeAmericanOptions Type-0.5632Delta0.0915Gamma64.88Leverage Ratio-0.2362Theta-0.0074Rho-36.54Eff Leverage0.0550Vega