0.01Open0.02Pre Close391 Volume375 Open Interest79.00Strike Price411.00Turnover99.84%IV20.39%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0065Delta0.0037Gamma6562.90Leverage Ratio-0.0098Theta0.0000Rho42.51Eff Leverage0.0009Vega