0.05Open0.03Pre Close129 Volume253 Open Interest80.00Strike Price411.00Turnover8.43%IV0.76%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.1499Delta0.4510Gamma1986.00Leverage Ratio-0.0273Theta0.0007Rho297.74Eff Leverage0.0142Vega