0.04Open0.05Pre Close128 Volume961 Open Interest18.00Strike Price406.00Turnover181.46%IV39.44%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0356Delta0.0347Gamma431.00Leverage Ratio-0.0207Theta0.0000Rho15.34Eff Leverage0.0010Vega