0.35Open0.35Pre Close12 Volume108 Open Interest192.00Strike Price420.00Turnover9.38%IV2.66%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.1858Delta0.0598Gamma416.36Leverage Ratio-0.0293Theta0.0223Rho77.36Eff Leverage0.1274Vega