0.31Open0.36Pre Close11 Volume501 Open Interest18.50Strike Price417.00Turnover30.71%IV0.80%PremiumAug 2, 2024Expiry Date0.30Intrinsic Value100Multiplier4DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.7004Delta0.5643Gamma43.72Leverage Ratio-0.0289Theta0.0014Rho30.62Eff Leverage0.0070Vega