0.40Open0.32Pre Close8 Volume618 Open Interest35.00Strike Price428.00Turnover15.81%IV3.08%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.48Extrinsic Value100Contract SizeAmericanOptions Type0.3660Delta0.2843Gamma86.05Leverage Ratio-0.0134Theta0.0073Rho31.50Eff Leverage0.0315Vega