0.03Open0.03Pre Close152 Volume7.88K Open Interest390.00Strike Price407.00Turnover65.22%IV14.19%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0041Delta0.0005Gamma12984.57Leverage Ratio-0.0313Theta-0.0001Rho-53.82Eff Leverage0.0050Vega