0.66Open0.43Pre Close11 Volume26 Open Interest36.00Strike Price406.00Turnover24.27%IV1.51%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type-0.3475Delta0.4367Gamma207.71Leverage Ratio-0.0481Theta-0.0011Rho-72.17Eff Leverage0.0129Vega