0.38Open0.39Pre Close5.87K Volume4.65K Open Interest7.50Strike Price406.26KTurnover170.79%IV2.55%PremiumDec 20, 2024Expiry Date0.74Intrinsic Value100Multiplier3DDays to Expiry0.21Extrinsic Value100Contract SizeAmericanOptions Type0.7425Delta0.2354Gamma8.45Leverage Ratio-0.0679Theta0.0005Rho6.28Eff Leverage0.0026Vega