0.15Open0.35Pre Close36 Volume106 Open Interest38.50Strike Price398.00Turnover27.28%IV0.18%PremiumAug 9, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.3107Delta3.5138Gamma1922.50Leverage Ratio-0.5418Theta0.0000Rho597.39Eff Leverage0.0013Vega