0.35Open0.45Pre Close12 Volume12 Open Interest212.50Strike Price415.00Turnover39.97%IV6.04%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.32Extrinsic Value100Contract SizeAmericanOptions Type-0.0693Delta0.0138Gamma752.70Leverage Ratio-0.1406Theta-0.0017Rho-52.18Eff Leverage0.0321Vega