2.03Open2.52Pre Close2 Volume1.43K Open Interest40.00Strike Price406.00Turnover31.73%IV1.81%PremiumJan 17, 2025Expiry Date1.33Intrinsic Value100Multiplier23DDays to Expiry0.70Extrinsic Value100Contract SizeAmericanOptions Type-0.6387Delta0.1225Gamma19.58Leverage Ratio-0.0223Theta-0.0140Rho-12.51Eff Leverage0.0367Vega