0.58Open0.60Pre Close8 Volume557 Open Interest50.00Strike Price416.00Turnover29.76%IV7.29%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier27DDays to Expiry0.50Extrinsic Value100Contract SizeAmericanOptions Type0.2519Delta0.0840Gamma85.58Leverage Ratio-0.0240Theta0.0083Rho21.56Eff Leverage0.0407Vega