0.07Open0.10Pre Close78 Volume781 Open Interest66.00Strike Price407.00Turnover155.51%IV16.81%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0198Delta0.0072Gamma1585.60Leverage Ratio-0.0500Theta0.0000Rho-31.35Eff Leverage0.0021Vega