4.20Open1.50Pre Close1 Volume42 Open Interest139.00Strike Price420.00Turnover11.58%IV0.79%PremiumDec 20, 2024Expiry Date3.08Intrinsic Value100Multiplier27DDays to Expiry1.12Extrinsic Value100Contract SizeAmericanOptions Type0.7928Delta0.0642Gamma35.08Leverage Ratio-0.0369Theta0.0796Rho27.81Eff Leverage0.1098Vega