0.06Open0.06Pre Close70 Volume9 Open Interest39.00Strike Price420.00Turnover40.82%IV5.44%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type-0.0564Delta0.0790Gamma1176.57Leverage Ratio-0.0251Theta-0.0002Rho-66.37Eff Leverage0.0040Vega