0.12Open0.14Pre Close31 Volume1.73K Open Interest69.00Strike Price407.00Turnover27.27%IV4.26%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0655Delta0.0724Gamma1324.60Leverage Ratio-0.0288Theta0.0004Rho86.80Eff Leverage0.0082Vega