0.80Open0.70Pre Close5 Volume21 Open Interest33.00Strike Price400.00Turnover29.64%IV0.03%PremiumAug 23, 2024Expiry Date0.79Intrinsic Value100Multiplier2DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.8652Delta0.2931Gamma39.75Leverage Ratio-0.0416Theta0.0015Rho34.39Eff Leverage0.0054Vega