2.20Open2.15Pre Close2 Volume192 Open Interest167.50Strike Price425.00Turnover40.89%IV0.89%PremiumDec 6, 2024Expiry Date0.57Intrinsic Value100Multiplier2DDays to Expiry1.48Extrinsic Value100Contract SizeAmericanOptions Type-0.5309Delta0.0714Gamma66.77Leverage Ratio-0.5038Theta-0.0056Rho-35.45Eff Leverage0.0542Vega