0.06Open0.05Pre Close95 Volume745 Open Interest21.50Strike Price402.00Turnover40.96%IV1.70%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.1849Delta0.7640Gamma605.14Leverage Ratio-0.0795Theta0.0001Rho111.89Eff Leverage0.0023Vega