0.05Open0.05Pre Close112 Volume1.12K Open Interest69.00Strike Price406.00Turnover36.96%IV3.36%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0434Delta0.0658Gamma2854.60Leverage Ratio-0.0250Theta-0.0001Rho-123.88Eff Leverage0.0035Vega