0.05Open0.10Pre Close85 Volume229 Open Interest22.00Strike Price425.00Turnover36.00%IV16.11%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0667Delta0.0731Gamma379.80Leverage Ratio-0.0047Theta0.0008Rho25.35Eff Leverage0.0064Vega