0.25Open0.31Pre Close23 Volume861 Open Interest8.00Strike Price406.00Turnover26.71%IV2.48%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier16DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.4331Delta0.8721Gamma53.67Leverage Ratio-0.0052Theta-0.0014Rho-23.25Eff Leverage0.0067Vega