4.06Open5.50Pre Close1 Volume401 Open Interest155.00Strike Price406.00Turnover40.74%IV5.33%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry4.06Extrinsic Value100Contract SizeAmericanOptions Type-0.3597Delta0.0239Gamma43.68Leverage Ratio-0.1325Theta-0.0322Rho-15.71Eff Leverage0.1441Vega