0.42Open0.40Pre Close11 Volume60 Open Interest2.50Strike Price402.00Turnover184.60%IV1.67%PremiumJan 17, 2025Expiry Date0.11Intrinsic Value100Multiplier8DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.5090Delta0.6062Gamma7.35Leverage Ratio-0.0165Theta-0.0003Rho-3.74Eff Leverage0.0014Vega