0.14Open0.18Pre Close28 Volume335 Open Interest120.00Strike Price424.00Turnover14.02%IV6.80%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier32DDays to Expiry0.16Extrinsic Value100Contract SizeAmericanOptions Type0.0827Delta0.0323Gamma642.91Leverage Ratio-0.0122Theta0.0082Rho53.20Eff Leverage0.0512Vega