4.05Open5.92Pre Close1 Volume48 Open Interest39.00Strike Price405.00Turnover145.36%IV0.99%PremiumDec 6, 2024Expiry Date3.70Intrinsic Value100Multiplier2DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type-0.7951Delta0.0725Gamma8.72Leverage Ratio-0.2603Theta-0.0017Rho-6.93Eff Leverage0.0077Vega