0.20Open0.05Pre Close24 Volume753 Open Interest150.00Strike Price415.00Turnover92.99%IV6.26%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.0543Delta0.0171Gamma1065.67Leverage Ratio-0.4970Theta-0.0002Rho-57.86Eff Leverage0.0076Vega