0.01Open0.17Pre Close399 Volume1 Open Interest182.50Strike Price401.00Turnover51.36%IV16.26%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0038Delta0.0013Gamma15699.00Leverage Ratio-0.0077Theta0.0001Rho59.34Eff Leverage0.0019Vega