0.45Open0.31Pre Close8 Volume496 Open Interest110.00Strike Price401.00Turnover28.88%IV3.71%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier7DDays to Expiry0.52Extrinsic Value100Contract SizeAmericanOptions Type-0.1975Delta0.0599Gamma218.65Leverage Ratio-0.0869Theta-0.0042Rho-43.18Eff Leverage0.0446Vega