0.38Open0.39Pre Close5.87K Volume5.77K Open Interest7.50Strike Price406.26KTurnover172.91%IV2.55%PremiumDec 20, 2024Expiry Date0.74Intrinsic Value100Multiplier3DDays to Expiry0.21Extrinsic Value100Contract SizeAmericanOptions Type0.7425Delta0.2354Gamma8.45Leverage Ratio-0.0697Theta0.0005Rho6.27Eff Leverage0.0026Vega