1.35Open1.15Pre Close3 Volume17 Open Interest40.00Strike Price405.00Turnover21.01%IV1.57%PremiumJan 17, 2025Expiry Date0.71Intrinsic Value100Multiplier23DDays to Expiry0.64Extrinsic Value100Contract SizeAmericanOptions Type0.6593Delta0.1699Gamma30.72Leverage Ratio-0.0202Theta0.0163Rho20.26Eff Leverage0.0377Vega