0.09Open0.10Pre Close54 Volume431 Open Interest63.80Strike Price424.00Turnover65.58%IV11.08%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0383Delta0.0251Gamma1149.60Leverage Ratio-0.0378Theta0.0002Rho44.07Eff Leverage0.0042Vega