0.04Open0.05Pre Close100 Volume675 Open Interest30.00Strike Price400.00Turnover47.84%IV7.30%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0713Delta0.1057Gamma699.88Leverage Ratio-0.0232Theta0.0002Rho49.88Eff Leverage0.0037Vega