0.31Open0.36Pre Close11 Volume501 Open Interest18.50Strike Price417.00Turnover30.55%IV0.80%PremiumAug 2, 2024Expiry Date0.30Intrinsic Value100Multiplier4DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.7006Delta0.5644Gamma43.72Leverage Ratio-0.0286Theta0.0015Rho30.63Eff Leverage0.0070Vega