0.05Open0.05Pre Close72 Volume379 Open Interest25.00Strike Price406.00Turnover24.30%IV7.32%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier16DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.1056Delta0.1505Gamma389.17Leverage Ratio-0.0068Theta0.0011Rho41.09Eff Leverage0.0091Vega