0.18Open0.20Pre Close21 Volume236 Open Interest20.00Strike Price406.00Turnover77.30%IV11.78%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.19Extrinsic Value100Contract SizeAmericanOptions Type-0.2421Delta0.0707Gamma32.08Leverage Ratio-0.0287Theta-0.0037Rho-7.77Eff Leverage0.0179Vega