0.43Open0.35Pre Close11 Volume616 Open Interest230.00Strike Price403.00Turnover26.55%IV8.21%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.0501Delta0.0106Gamma1064.35Leverage Ratio-0.0455Theta0.0031Rho53.30Eff Leverage0.0378Vega