0.51Open0.62Pre Close7 Volume587 Open Interest125.00Strike Price406.00Turnover22.36%IV5.23%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier19DDays to Expiry0.60Extrinsic Value100Contract SizeAmericanOptions Type0.2061Delta0.0461Gamma170.51Leverage Ratio-0.0479Theta0.0128Rho35.14Eff Leverage0.0788Vega