0.05Open0.06Pre Close48 Volume443 Open Interest79.00Strike Price403.00Turnover21.42%IV1.16%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.1528Delta0.2488Gamma822.95Leverage Ratio-0.0746Theta0.0004Rho125.74Eff Leverage0.0104Vega