4.06Open3.05Pre Close1 Volume5 Open Interest74.00Strike Price406.00Turnover53.50%IV0.10%PremiumAug 2, 2024Expiry Date3.98Intrinsic Value100Multiplier3DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type0.8378Delta0.0570Gamma17.72Leverage Ratio-0.1448Theta0.0065Rho14.85Eff Leverage0.0198Vega