1.36Open1.35Pre Close3 Volume16 Open Interest10.50Strike Price407.00Turnover5695.41%IV0.97%PremiumMay 9, 2025Expiry Date1.26Intrinsic Value100Multiplier-1DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type-0.8447Delta0.2161Gamma6.90Leverage Ratio-81.4905Theta0.0000Rho-5.82Eff Leverage0.0000Vega