0.56Open0.61Pre Close7 Volume131 Open Interest52.50Strike Price406.00Turnover48.55%IV4.51%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.64Extrinsic Value100Contract SizeAmericanOptions Type-0.2518Delta0.1097Gamma120.69Leverage Ratio-0.1066Theta-0.0016Rho-30.38Eff Leverage0.0191Vega