2.01Open2.34Pre Close2 Volume955 Open Interest50.00Strike Price402.00Turnover20.98%IV0.74%PremiumDec 20, 2024Expiry Date1.65Intrinsic Value100Multiplier24DDays to Expiry0.36Extrinsic Value100Contract SizeAmericanOptions Type-0.7151Delta0.1376Gamma24.18Leverage Ratio-0.0150Theta-0.0177Rho-17.29Eff Leverage0.0420Vega