0.37Open0.35Pre Close6.72K Volume9.04K Open Interest99.00Strike Price401.37KTurnover23.46%IV0.53%PremiumNov 15, 2024Expiry Date0.21Intrinsic Value100Multiplier1DDays to Expiry0.52Extrinsic Value100Contract SizeAmericanOptions Type-0.5559Delta0.3094Gamma140.13Leverage Ratio-0.3298Theta-0.0016Rho-77.90Eff Leverage0.0215Vega