1.35Open1.15Pre Close3 Volume137 Open Interest32.00Strike Price406.00Turnover57.02%IV7.20%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry1.33Extrinsic Value100Contract SizeAmericanOptions Type0.4549Delta0.0899Gamma22.21Leverage Ratio-0.0406Theta0.0079Rho10.10Eff Leverage0.0307Vega