0.60Open0.30Pre Close7 Volume341 Open Interest22.50Strike Price424.00Turnover19.27%IV2.39%PremiumOct 18, 2024Expiry Date0.08Intrinsic Value100Multiplier20DDays to Expiry0.54Extrinsic Value100Contract SizeAmericanOptions Type0.5635Delta0.3897Gamma47.54Leverage Ratio-0.0119Theta0.0066Rho26.79Eff Leverage0.0207Vega