0.05Open0.06Pre Close45 Volume85 Open Interest26.00Strike Price400.00Turnover108.39%IV14.62%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.0983Delta0.0772Gamma227.70Leverage Ratio-0.0586Theta0.0002Rho22.38Eff Leverage0.0036Vega