1.90Open1.21Pre Close2 Volume130 Open Interest127.00Strike Price400.00Turnover55.13%IV2.34%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry2.10Extrinsic Value100Contract SizeAmericanOptions Type0.4559Delta0.0667Gamma63.08Leverage Ratio-0.5001Theta0.0041Rho28.75Eff Leverage0.0428Vega