0.75Open1.05Pre Close5 Volume127 Open Interest75.00Strike Price407.00Turnover33.18%IV4.56%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier12DDays to Expiry0.83Extrinsic Value100Contract SizeAmericanOptions Type0.3095Delta0.0798Gamma85.32Leverage Ratio-0.0668Theta0.0073Rho26.40Eff Leverage0.0469Vega