0.80Open0.70Pre Close5 Volume21 Open Interest33.00Strike Price400.00Turnover29.58%IV0.06%PremiumAug 23, 2024Expiry Date0.78Intrinsic Value100Multiplier2DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.8653Delta0.2931Gamma39.74Leverage Ratio-0.0415Theta0.0016Rho34.39Eff Leverage0.0054Vega