1.06Open1.16Pre Close4 Volume47 Open Interest27.50Strike Price421.00Turnover40.95%IV0.40%PremiumAug 2, 2024Expiry Date0.95Intrinsic Value100Multiplier4DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type-0.7787Delta0.2511Gamma24.25Leverage Ratio-0.0381Theta-0.0022Rho-18.88Eff Leverage0.0087Vega