0.40Open0.50Pre Close12 Volume98 Open Interest7.50Strike Price421.00Turnover54.35%IV4.61%PremiumJan 17, 2025Expiry Date0.10Intrinsic Value100Multiplier23DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.5735Delta0.3766Gamma16.00Leverage Ratio-0.0094Theta0.0025Rho9.18Eff Leverage0.0075Vega