2.88Open3.21Pre Close1.22K Volume24.20K Open Interest209.00Strike Price411.05KTurnover239.46%IV0.08%PremiumAug 16, 2024Expiry Date3.60Intrinsic Value100Multiplier0DDays to Expiry0.17Extrinsic Value100Contract SizeAmericanOptions Type0.8596Delta0.0657Gamma55.29Leverage Ratio-23.2542Theta0.0001Rho47.53Eff Leverage0.0032Vega