0.05Open0.16Pre Close344 Volume423 Open Interest39.00Strike Price406.00Turnover202.95%IV7.48%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0175Delta0.0277Gamma4214.00Leverage Ratio-0.2535Theta0.0000Rho-73.78Eff Leverage0.0003Vega