0.22Open0.11Pre Close18 Volume31 Open Interest128.00Strike Price407.00Turnover22.73%IV2.46%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type-0.1538Delta0.0768Gamma524.08Leverage Ratio-0.0907Theta-0.0020Rho-80.58Eff Leverage0.0322Vega