0.03Open0.06Pre Close105 Volume517 Open Interest14.50Strike Price415.00Turnover34.52%IV2.68%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.2049Delta0.7172Gamma314.67Leverage Ratio-0.0242Theta0.0002Rho64.48Eff Leverage0.0033Vega