0.05Open0.03Pre Close129 Volume253 Open Interest80.00Strike Price411.00Turnover7.55%IV0.76%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.1506Delta0.4552Gamma1986.00Leverage Ratio-0.0227Theta0.0009Rho299.17Eff Leverage0.0158Vega