0.51Open0.62Pre Close7 Volume587 Open Interest125.00Strike Price406.00Turnover22.89%IV5.23%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier19DDays to Expiry0.60Extrinsic Value100Contract SizeAmericanOptions Type0.2059Delta0.0460Gamma170.51Leverage Ratio-0.0499Theta0.0123Rho35.10Eff Leverage0.0770Vega