0.36Open0.77Pre Close12 Volume106 Open Interest21.50Strike Price414.00Turnover70.35%IV0.66%PremiumNov 29, 2024Expiry Date0.18Intrinsic Value100Multiplier0DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type-0.7700Delta1.3365Gamma106.60Leverage Ratio-0.4148Theta0.0000Rho-82.09Eff Leverage0.0010Vega