0.55Open0.03Pre Close75 Volume1.16K Open Interest118.00Strike Price427.00Turnover50.26%IV3.66%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0345Delta0.0344Gamma3795.33Leverage Ratio-0.1451Theta0.0001Rho130.79Eff Leverage0.0034Vega