16.30Open19.75Pre Close250 Volume501 Open Interest245.00Strike Price407.50KTurnover78.23%IV0.15%PremiumDec 27, 2024Expiry Date15.95Intrinsic Value100Multiplier1DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type-0.9205Delta0.0139Gamma14.05Leverage Ratio-0.3500Theta-0.0067Rho-12.93Eff Leverage0.0204Vega