0.15Open0.12Pre Close46 Volume865 Open Interest15.00Strike Price425.00Turnover59.77%IV8.59%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1488Delta0.2304Gamma184.80Leverage Ratio-0.0216Theta0.0003Rho27.50Eff Leverage0.0039Vega