4.25Open3.45Pre Close1 Volume16 Open Interest48.50Strike Price425.00Turnover42.02%IV1.57%PremiumSep 27, 2024Expiry Date3.44Intrinsic Value100Multiplier4DDays to Expiry0.82Extrinsic Value100Contract SizeAmericanOptions Type0.9339Delta0.0553Gamma14.73Leverage Ratio-0.0389Theta0.0051Rho13.76Eff Leverage0.0071Vega