0.03Open0.14Pre Close44 Volume938 Open Interest13.50Strike Price412.00Turnover54.54%IV3.50%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type0.3326Delta0.6491Gamma125.33Leverage Ratio-0.0519Theta0.0003Rho41.69Eff Leverage0.0037Vega