4.05Open3.43Pre Close1 Volume90 Open Interest29.00Strike Price405.00Turnover160.35%IV0.67%PremiumSep 27, 2024Expiry Date3.83Intrinsic Value100Multiplier3DDays to Expiry0.22Extrinsic Value100Contract SizeAmericanOptions Type0.8241Delta0.0544Gamma7.59Leverage Ratio-0.2127Theta0.0019Rho6.25Eff Leverage0.0077Vega