0.66Open0.33Pre Close7 Volume11 Open Interest387.50Strike Price407.00Turnover30.41%IV3.31%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type-0.1018Delta0.0171Gamma784.86Leverage Ratio-0.3142Theta-0.0028Rho-79.93Eff Leverage0.0609Vega