2.03Open1.65Pre Close2 Volume402 Open Interest14.00Strike Price406.00Turnover76.64%IV2.46%PremiumNov 15, 2024Expiry Date1.65Intrinsic Value100Multiplier9DDays to Expiry0.39Extrinsic Value100Contract SizeAmericanOptions Type0.8478Delta0.1233Gamma8.34Leverage Ratio-0.0260Theta0.0029Rho7.07Eff Leverage0.0059Vega