0.09Open0.13Pre Close42 Volume383 Open Interest282.50Strike Price407.00Turnover29.80%IV4.49%PremiumNov 1, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type0.0369Delta0.0124Gamma2846.63Leverage Ratio-0.0798Theta0.0006Rho104.96Eff Leverage0.0176Vega