0.01Open0.03Pre Close407 Volume6.46K Open Interest32.50Strike Price427.00Turnover36.08%IV4.87%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0327Delta0.0930Gamma3100.00Leverage Ratio-0.0096Theta0.0000Rho101.49Eff Leverage0.0016Vega