0.40Open0.60Pre Close12 Volume106 Open Interest28.00Strike Price402.00Turnover38.79%IV6.14%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier12DDays to Expiry0.33Extrinsic Value100Contract SizeAmericanOptions Type0.2684Delta0.1737Gamma88.97Leverage Ratio-0.0266Theta0.0023Rho23.87Eff Leverage0.0161Vega