4.06Open3.05Pre Close1 Volume5 Open Interest74.00Strike Price406.00Turnover54.12%IV0.10%PremiumAug 2, 2024Expiry Date3.98Intrinsic Value100Multiplier3DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type0.8376Delta0.0570Gamma17.72Leverage Ratio-0.1480Theta0.0064Rho14.84Eff Leverage0.0196Vega