0.22Open0.35Pre Close20 Volume409 Open Interest16.00Strike Price424.00Turnover83.83%IV14.37%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier12DDays to Expiry0.21Extrinsic Value100Contract SizeAmericanOptions Type-0.1567Delta0.0846Gamma73.76Leverage Ratio-0.0274Theta-0.0010Rho-11.56Eff Leverage0.0081Vega