0.20Open0.30Pre Close20 Volume81 Open Interest67.50Strike Price404.00Turnover33.47%IV11.88%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry0.21Extrinsic Value100Contract SizeAmericanOptions Type0.0932Delta0.0351Gamma302.60Leverage Ratio-0.0201Theta0.0030Rho28.19Eff Leverage0.0236Vega