0.40Open0.24Pre Close10 Volume30 Open Interest9.00Strike Price409.00Turnover110.02%IV3.54%PremiumSep 20, 2024Expiry Date0.03Intrinsic Value100Multiplier2DDays to Expiry0.32Extrinsic Value100Contract SizeAmericanOptions Type0.5342Delta0.4749Gamma25.80Leverage Ratio-0.0726Theta0.0003Rho13.78Eff Leverage0.0030Vega