0.07Open0.07Pre Close60 Volume0 Open Interest192.50Strike Price427.00Turnover81.20%IV13.56%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type-0.0131Delta0.0023Gamma3425.08Leverage Ratio-0.0626Theta-0.0002Rho-45.00Eff Leverage0.0062Vega