0.05Open0.10Pre Close72 Volume280 Open Interest21.50Strike Price406.00Turnover267.39%IV44.13%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.0105Delta0.0027Gamma960.25Leverage Ratio-0.0290Theta0.0000Rho-10.08Eff Leverage0.0011Vega