0.15Open0.25Pre Close27 Volume245 Open Interest2.50Strike Price405.00Turnover84.48%IV2.32%PremiumDec 20, 2024Expiry Date0.09Intrinsic Value100Multiplier5DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.6633Delta1.4654Gamma17.27Leverage Ratio-0.0103Theta0.0002Rho11.45Eff Leverage0.0011Vega