0.60Open0.50Pre Close8 Volume20 Open Interest2.50Strike Price403.00Turnover198.84%IV3.98%PremiumDec 6, 2024Expiry Date0.37Intrinsic Value100Multiplier3DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type-0.7631Delta0.7727Gamma5.02Leverage Ratio-0.0195Theta-0.0002Rho-3.83Eff Leverage0.0006Vega