0.15Open0.25Pre Close27 Volume245 Open Interest2.50Strike Price405.00Turnover77.41%IV2.32%PremiumDec 20, 2024Expiry Date0.09Intrinsic Value100Multiplier5DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.6640Delta1.4670Gamma17.27Leverage Ratio-0.0086Theta0.0002Rho11.46Eff Leverage0.0012Vega