0.38Open0.40Pre Close11 Volume79 Open Interest150.00Strike Price426.00Turnover35.77%IV6.62%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier7DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type-0.0944Delta0.0203Gamma427.23Leverage Ratio-0.0875Theta-0.0030Rho-40.35Eff Leverage0.0390Vega