0.81Open0.64Pre Close5 Volume97 Open Interest38.00Strike Price405.00Turnover27.86%IV1.92%PremiumDec 20, 2024Expiry Date0.08Intrinsic Value100Multiplier23DDays to Expiry0.73Extrinsic Value100Contract SizeAmericanOptions Type0.5414Delta0.1495Gamma33.11Leverage Ratio-0.0256Theta0.0122Rho17.93Eff Leverage0.0378Vega