0.05Open0.05Pre Close81 Volume275 Open Interest15.00Strike Price407.00Turnover140.25%IV16.22%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1101Delta0.1271Gamma172.67Leverage Ratio-0.0514Theta0.0001Rho19.00Eff Leverage0.0020Vega