0.09Open0.13Pre Close42 Volume376 Open Interest282.50Strike Price407.00Turnover29.29%IV4.49%PremiumNov 1, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type0.0369Delta0.0124Gamma2846.63Leverage Ratio-0.0783Theta0.0007Rho104.98Eff Leverage0.0179Vega