4.07Open3.81Pre Close1 Volume126 Open Interest970.00Strike Price407.00Turnover48.20%IV3.78%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry4.07Extrinsic Value100Contract SizeAmericanOptions Type-0.1157Delta0.0073Gamma658.30Leverage Ratio-1.5247Theta-0.0034Rho-76.15Eff Leverage0.1080Vega