2.50Open1.70Pre Close2 Volume28 Open Interest157.00Strike Price405.00Turnover103.28%IV0.31%PremiumNov 29, 2024Expiry Date1.06Intrinsic Value100Multiplier0DDays to Expiry0.49Extrinsic Value100Contract SizeAmericanOptions Type-0.7559Delta0.1634Gamma119.95Leverage Ratio-5.8433Theta-0.0002Rho-90.67Eff Leverage0.0058Vega