0.58Open0.60Pre Close7 Volume89 Open Interest98.00Strike Price397.00Turnover30.77%IV2.30%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.55Extrinsic Value100Contract SizeAmericanOptions Type0.3165Delta0.1102Gamma148.20Leverage Ratio-0.1429Theta0.0035Rho46.91Eff Leverage0.0374Vega