0.20Open0.15Pre Close41 Volume112 Open Interest6.50Strike Price420.00Turnover58.73%IV5.60%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.2941Delta0.8224Gamma83.33Leverage Ratio-0.0160Theta0.0002Rho24.51Eff Leverage0.0025Vega