0.20Open0.35Pre Close21 Volume155 Open Interest52.50Strike Price415.00Turnover86.87%IV29.81%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.0515Delta0.0173Gamma324.48Leverage Ratio-0.0283Theta0.0006Rho16.72Eff Leverage0.0074Vega