0.13Open0.11Pre Close42 Volume128 Open Interest2.50Strike Price426.00Turnover113.50%IV18.72%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier16DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.3318Delta0.7022Gamma21.90Leverage Ratio-0.0061Theta0.0003Rho7.27Eff Leverage0.0017Vega