0.50Open0.27Pre Close7 Volume221 Open Interest62.50Strike Price405.00Turnover37.21%IV10.45%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.60Extrinsic Value100Contract SizeAmericanOptions Type0.1966Delta0.0503Gamma99.36Leverage Ratio-0.0325Theta0.0071Rho19.53Eff Leverage0.0410Vega