0.06Open0.09Pre Close68 Volume368 Open Interest54.00Strike Price406.00Turnover54.55%IV5.88%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0575Delta0.0522Gamma1042.18Leverage Ratio-0.0500Theta-0.0002Rho-59.89Eff Leverage0.0047Vega