0.27Open0.20Pre Close15 Volume242 Open Interest3.00Strike Price405.00Turnover90.78%IV13.15%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.27Extrinsic Value100Contract SizeAmericanOptions Type0.4874Delta0.5921Gamma12.84Leverage Ratio-0.0058Theta0.0008Rho6.26Eff Leverage0.0030Vega