0.01Open0.01Pre Close412 Volume3.25K Open Interest170.00Strike Price415.00Turnover31.79%IV6.23%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0077Delta0.0053Gamma16004.00Leverage Ratio-0.0096Theta0.0001Rho123.29Eff Leverage0.0027Vega