0.05Open0.06Pre Close77 Volume112 Open Interest15.00Strike Price399.00Turnover50.93%IV6.32%PremiumAug 30, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1819Delta0.3397Gamma283.10Leverage Ratio-0.0248Theta0.0003Rho51.49Eff Leverage0.0040Vega