0.31Open0.25Pre Close19 Volume417 Open Interest92.00Strike Price427.00Turnover26.56%IV1.81%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.2084Delta0.1673Gamma452.80Leverage Ratio-0.1367Theta0.0009Rho94.37Eff Leverage0.0185Vega