2.03Open2.03Pre Close2 Volume0 Open Interest26.00Strike Price406.00Turnover96.90%IV1.52%PremiumJan 17, 2025Expiry Date1.61Intrinsic Value100Multiplier20DDays to Expiry0.42Extrinsic Value100Contract SizeAmericanOptions Type0.6506Delta0.0584Gamma8.18Leverage Ratio-0.0596Theta0.0082Rho5.32Eff Leverage0.0242Vega