0.05Open0.19Pre Close85 Volume117 Open Interest36.00Strike Price406.00Turnover21.50%IV1.87%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.1071Delta0.3184Gamma1221.83Leverage Ratio-0.0235Theta-0.0002Rho-130.87Eff Leverage0.0050Vega