4.27Open4.10Pre Close1 Volume1.98K Open Interest17.00Strike Price427.00Turnover60.40%IV1.39%PremiumJan 17, 2025Expiry Date4.09Intrinsic Value100Multiplier24DDays to Expiry0.18Extrinsic Value100Contract SizeAmericanOptions Type-0.9667Delta0.0603Gamma3.15Leverage Ratio-0.0021Theta-0.0037Rho-3.04Eff Leverage0.0023Vega