0.20Open0.21Pre Close20 Volume460 Open Interest45.00Strike Price400.00Turnover25.85%IV6.93%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier19DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.1694Delta0.0987Gamma187.87Leverage Ratio-0.0171Theta0.0038Rho31.82Eff Leverage0.0250Vega