1.65Open2.55Pre Close3 Volume816 Open Interest36.00Strike Price415.00Turnover77.05%IV11.26%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier12DDays to Expiry0.85Extrinsic Value100Contract SizeAmericanOptions Type0.3020Delta0.0756Gamma40.15Leverage Ratio-0.0694Theta0.0030Rho12.12Eff Leverage0.0209Vega