0.01Open0.01Pre Close407 Volume2.95K Open Interest2.00Strike Price407.00Turnover187.11%IV20.72%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0578Delta0.3035Gamma251.00Leverage Ratio-0.0075Theta0.0000Rho-14.51Eff Leverage0.0002Vega