0.70Open1.10Pre Close5 Volume284 Open Interest55.00Strike Price406.00Turnover41.79%IV3.11%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.81Extrinsic Value100Contract SizeAmericanOptions Type-0.3880Delta0.0949Gamma48.63Leverage Ratio-0.0699Theta-0.0062Rho-18.87Eff Leverage0.0371Vega