0.81Open0.55Pre Close5 Volume21 Open Interest22.50Strike Price405.00Turnover68.94%IV3.42%PremiumSep 20, 2024Expiry Date0.04Intrinsic Value100Multiplier6DDays to Expiry0.77Extrinsic Value100Contract SizeAmericanOptions Type0.5292Delta0.1992Gamma27.32Leverage Ratio-0.0703Theta0.0018Rho14.46Eff Leverage0.0115Vega