4.00Open4.75Pre Close1 Volume60 Open Interest55.00Strike Price400.00Turnover60.06%IV5.22%PremiumAug 16, 2024Expiry Date1.08Intrinsic Value100Multiplier23DDays to Expiry2.93Extrinsic Value100Contract SizeAmericanOptions Type0.5779Delta0.0459Gamma14.02Leverage Ratio-0.0755Theta0.0183Rho8.10Eff Leverage0.0556Vega