16.30Open19.75Pre Close250 Volume501 Open Interest245.00Strike Price407.50KTurnover55.51%IV0.15%PremiumDec 27, 2024Expiry Date15.95Intrinsic Value100Multiplier2DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type-0.9561Delta0.0109Gamma14.25Leverage Ratio-0.1241Theta-0.0079Rho-13.62Eff Leverage0.0150Vega