0.05Open0.06Pre Close48 Volume443 Open Interest79.00Strike Price403.00Turnover20.32%IV1.15%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.1909Delta0.2996Gamma823.05Leverage Ratio-0.0933Theta0.0005Rho157.10Eff Leverage0.0122Vega