0.70Open0.71Pre Close6 Volume587 Open Interest3.50Strike Price422.00Turnover49.00%IV3.47%PremiumJan 17, 2025Expiry Date0.54Intrinsic Value100Multiplier11DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type0.9609Delta0.2485Gamma7.35Leverage Ratio-0.0017Theta0.0010Rho7.06Eff Leverage0.0006Vega