0.29Open0.28Pre Close13 Volume122 Open Interest108.00Strike Price406.00Turnover45.25%IV1.74%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.26Extrinsic Value100Contract SizeAmericanOptions Type-0.2235Delta0.1341Gamma378.10Leverage Ratio-0.4544Theta-0.0005Rho-84.52Eff Leverage0.0147Vega