0.20Open0.35Pre Close21 Volume155 Open Interest52.50Strike Price415.00Turnover83.79%IV28.68%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.0607Delta0.0199Gamma272.77Leverage Ratio-0.0317Theta0.0007Rho16.56Eff Leverage0.0087Vega