1.35Open1.15Pre Close3 Volume17 Open Interest40.00Strike Price405.00Turnover21.26%IV1.57%PremiumJan 17, 2025Expiry Date0.71Intrinsic Value100Multiplier23DDays to Expiry0.64Extrinsic Value100Contract SizeAmericanOptions Type0.6587Delta0.1697Gamma30.72Leverage Ratio-0.0206Theta0.0159Rho20.24Eff Leverage0.0373Vega