0.15Open0.45Pre Close27 Volume541 Open Interest17.00Strike Price405.00Turnover68.69%IV14.86%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier14DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.1111Delta0.0720Gamma131.93Leverage Ratio-0.0178Theta-0.0008Rho-14.66Eff Leverage0.0073Vega