0.03Open0.04Pre Close91 Volume240 Open Interest20.50Strike Price427.00Turnover29.65%IV4.69%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0753Delta0.2369Gamma980.00Leverage Ratio-0.0101Theta0.0002Rho73.83Eff Leverage0.0029Vega