0.43Open0.50Pre Close12 Volume129 Open Interest175.00Strike Price406.00Turnover48.32%IV21.15%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry0.32Extrinsic Value100Contract SizeAmericanOptions Type-0.0268Delta0.0022Gamma738.47Leverage Ratio-0.0331Theta-0.0037Rho-19.79Eff Leverage0.0359Vega