0.03Open0.06Pre Close101 Volume675 Open Interest93.50Strike Price403.00Turnover42.03%IV5.40%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.0304Delta0.0234Gamma2822.57Leverage Ratio-0.0333Theta-0.0001Rho-85.84Eff Leverage0.0048Vega