0.06Open0.11Pre Close70 Volume554 Open Interest28.00Strike Price424.00Turnover48.58%IV7.80%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0834Delta0.1145Gamma520.20Leverage Ratio-0.0234Theta0.0002Rho43.39Eff Leverage0.0042Vega