0.25Open0.26Pre Close16 Volume47 Open Interest22.50Strike Price405.00Turnover29.16%IV5.67%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type0.2937Delta0.2232Gamma78.29Leverage Ratio-0.0129Theta0.0037Rho22.99Eff Leverage0.0182Vega