0.05Open0.11Pre Close51 Volume505 Open Interest11.00Strike Price405.00Turnover168.00%IV19.27%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type0.1297Delta0.1615Gamma116.13Leverage Ratio-0.0500Theta0.0001Rho15.06Eff Leverage0.0016Vega