0.36Open0.38Pre Close10 Volume164 Open Interest15.50Strike Price411.00Turnover27.30%IV1.25%PremiumSep 6, 2024Expiry Date0.27Intrinsic Value100Multiplier4DDays to Expiry0.19Extrinsic Value100Contract SizeAmericanOptions Type-0.7170Delta0.7698Gamma44.79Leverage Ratio-0.0174Theta-0.0011Rho-32.12Eff Leverage0.0055Vega