0.35Open0.11Pre Close11 Volume540 Open Interest55.00Strike Price391.00Turnover40.37%IV4.53%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.42Extrinsic Value100Contract SizeAmericanOptions Type0.2446Delta0.1184Gamma141.39Leverage Ratio-0.0776Theta0.0019Rho34.58Eff Leverage0.0206Vega