0.01Open0.01Pre Close381 Volume399 Open Interest106.00Strike Price427.00Turnover36.44%IV4.63%PremiumSep 18, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0236Delta0.0244Gamma5066.50Leverage Ratio-0.0200Theta0.0001Rho119.53Eff Leverage0.0035Vega