4.06Open9.75Pre Close1 Volume26 Open Interest365.00Strike Price406.00Turnover30.23%IV0.92%PremiumAug 16, 2024Expiry Date0.72Intrinsic Value100Multiplier2DDays to Expiry3.34Extrinsic Value100Contract SizeAmericanOptions Type-0.5203Delta0.0425Gamma89.72Leverage Ratio-0.7604Theta-0.0129Rho-46.68Eff Leverage0.1239Vega