0.32Open0.41Pre Close20 Volume69 Open Interest29.50Strike Price424.00Turnover12.24%IV0.24%PremiumAug 23, 2024Expiry Date0.06Intrinsic Value100Multiplier4DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type-0.5439Delta1.0242Gamma163.56Leverage Ratio-0.0171Theta-0.0016Rho-88.96Eff Leverage0.0127Vega