0.82Open1.01Pre Close6 Volume9 Open Interest32.00Strike Price412.00Turnover30.03%IV0.18%PremiumJan 17, 2025Expiry Date0.60Intrinsic Value100Multiplier5DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.7141Delta0.2986Gamma39.52Leverage Ratio-0.0434Theta0.0030Rho28.22Eff Leverage0.0129Vega