0.14Open0.05Pre Close21 Volume211 Open Interest51.00Strike Price405.00Turnover66.49%IV1.89%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.1519Delta0.3073Gamma835.25Leverage Ratio-0.4684Theta0.0000Rho126.91Eff Leverage0.0027Vega