0.15Open0.25Pre Close31 Volume252 Open Interest13.00Strike Price420.00Turnover46.28%IV12.06%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.2253Delta0.2106Gamma66.80Leverage Ratio-0.0088Theta0.0017Rho15.05Eff Leverage0.0092Vega