0.75Open1.05Pre Close5 Volume127 Open Interest75.00Strike Price407.00Turnover34.23%IV4.56%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.83Extrinsic Value100Contract SizeAmericanOptions Type0.3092Delta0.0797Gamma85.32Leverage Ratio-0.0708Theta0.0069Rho26.38Eff Leverage0.0455Vega