13.88Open11.55Pre Close306 Volume3.26K Open Interest138.00Strike Price407.64KTurnover60.50%IV0.34%PremiumDec 20, 2024Expiry Date11.54Intrinsic Value100Multiplier3DDays to Expiry0.43Extrinsic Value100Contract SizeAmericanOptions Type-0.9473Delta0.0162Gamma10.81Leverage Ratio-0.0893Theta-0.0076Rho-10.24Eff Leverage0.0124Vega