0.35Open0.35Pre Close12 Volume128 Open Interest31.00Strike Price412.00Turnover20.69%IV2.12%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier12DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.4212Delta0.3360Gamma87.71Leverage Ratio-0.0204Theta0.0042Rho36.94Eff Leverage0.0220Vega