0.35Open1.21Pre Close11 Volume60 Open Interest65.00Strike Price412.00Turnover20.51%IV1.24%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type-0.3585Delta0.3069Gamma238.24Leverage Ratio-0.0796Theta-0.0018Rho-85.42Eff Leverage0.0222Vega