0.34Open0.28Pre Close13 Volume3.54K Open Interest21.50Strike Price407.00Turnover70.96%IV4.58%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.17Extrinsic Value100Contract SizeAmericanOptions Type0.2875Delta0.2977Gamma121.88Leverage Ratio-0.0968Theta0.0003Rho35.04Eff Leverage0.0055Vega