0.16Open0.08Pre Close56 Volume602 Open Interest86.00Strike Price420.00Turnover39.63%IV6.53%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0246Delta0.0181Gamma3066.00Leverage Ratio-0.0238Theta-0.0002Rho-75.55Eff Leverage0.0046Vega