0.29Open0.28Pre Close13 Volume122 Open Interest108.00Strike Price406.00Turnover46.58%IV1.74%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.26Extrinsic Value100Contract SizeAmericanOptions Type-0.2236Delta0.1341Gamma378.10Leverage Ratio-0.4818Theta-0.0005Rho-84.53Eff Leverage0.0143Vega