0.20Open0.25Pre Close23 Volume1.31K Open Interest1.00Strike Price426.00Turnover64.71%IV2.46%PremiumJan 17, 2025Expiry Date0.22Intrinsic Value100Multiplier14DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.9504Delta0.6641Gamma5.42Leverage Ratio-0.0007Theta0.0004Rho5.15Eff Leverage0.0002Vega