0.67Open0.66Pre Close6 Volume10 Open Interest4.00Strike Price402.00Turnover66.89%IV1.74%PremiumDec 20, 2024Expiry Date0.59Intrinsic Value100Multiplier16DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type0.8541Delta0.3513Gamma7.06Leverage Ratio-0.0049Theta0.0015Rho6.03Eff Leverage0.0022Vega