0.80Open0.70Pre Close5 Volume21 Open Interest33.00Strike Price400.00Turnover26.51%IV0.24%PremiumAug 23, 2024Expiry Date0.72Intrinsic Value100Multiplier2DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type0.8553Delta0.3379Gamma42.15Leverage Ratio-0.0393Theta0.0016Rho36.05Eff Leverage0.0058Vega