0.15Open0.25Pre Close27 Volume245 Open Interest2.50Strike Price405.00Turnover81.22%IV2.32%PremiumDec 20, 2024Expiry Date0.09Intrinsic Value100Multiplier5DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.6636Delta1.4661Gamma17.27Leverage Ratio-0.0095Theta0.0002Rho11.46Eff Leverage0.0011Vega