0.35Open0.01Pre Close22 Volume1.37K Open Interest150.00Strike Price407.00Turnover54.16%IV9.58%PremiumOct 25, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0063Delta0.0036Gamma13689.00Leverage Ratio-0.0100Theta0.0000Rho86.15Eff Leverage0.0016Vega