16.30Open19.75Pre Close250 Volume501 Open Interest245.00Strike Price407.50KTurnover63.64%IV0.15%PremiumDec 27, 2024Expiry Date15.95Intrinsic Value100Multiplier1DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type-0.9575Delta0.0106Gamma14.25Leverage Ratio-0.1250Theta-0.0062Rho-13.64Eff Leverage0.0126Vega