2.06Open1.55Pre Close2 Volume239 Open Interest31.00Strike Price412.00Turnover42.86%IV1.90%PremiumNov 15, 2024Expiry Date1.50Intrinsic Value100Multiplier20DDays to Expiry0.56Extrinsic Value100Contract SizeAmericanOptions Type-0.6624Delta0.1233Gamma14.22Leverage Ratio-0.0246Theta-0.0101Rho-9.42Eff Leverage0.0256Vega