4.00Open4.75Pre Close1 Volume60 Open Interest55.00Strike Price400.00Turnover60.16%IV5.37%PremiumAug 16, 2024Expiry Date1.00Intrinsic Value100Multiplier23DDays to Expiry3.01Extrinsic Value100Contract SizeAmericanOptions Type0.5774Delta0.0458Gamma14.00Leverage Ratio-0.0756Theta0.0183Rho8.08Eff Leverage0.0556Vega