0.38Open0.42Pre Close12 Volume99 Open Interest2.50Strike Price401.00Turnover178.87%IV6.06%PremiumJul 19, 2024Expiry Date0.19Intrinsic Value100Multiplier6DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type-0.5862Delta0.7220Gamma7.00Leverage Ratio-0.0173Theta-0.0003Rho-4.10Eff Leverage0.0012Vega