0.80Open0.70Pre Close5 Volume21 Open Interest33.00Strike Price400.00Turnover29.64%IV0.07%PremiumAug 23, 2024Expiry Date0.78Intrinsic Value100Multiplier2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.8652Delta0.2931Gamma40.94Leverage Ratio-0.0416Theta0.0015Rho35.42Eff Leverage0.0054Vega