0.82Open1.11Pre Close5 Volume177 Open Interest11.00Strike Price425.00Turnover101.04%IV2.03%PremiumDec 20, 2024Expiry Date0.68Intrinsic Value100Multiplier3DDays to Expiry0.21Extrinsic Value100Contract SizeAmericanOptions Type-0.6911Delta0.3547Gamma12.82Leverage Ratio-0.0563Theta-0.0007Rho-8.86Eff Leverage0.0035Vega