0.15Open0.15Pre Close21 Volume57 Open Interest25.00Strike Price415.00Turnover32.23%IV6.42%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier15DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.2261Delta0.1904Gamma118.40Leverage Ratio-0.0159Theta0.0022Rho26.77Eff Leverage0.0147Vega