0.15Open0.15Pre Close21 Volume78 Open Interest25.00Strike Price415.00Turnover32.60%IV6.42%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier15DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.2260Delta0.1902Gamma118.40Leverage Ratio-0.0162Theta0.0022Rho26.76Eff Leverage0.0146Vega