0.25Open0.35Pre Close14 Volume664 Open Interest27.50Strike Price400.00Turnover125.83%IV47.56%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.1494Delta0.0394Gamma47.10Leverage Ratio-0.0305Theta0.0015Rho7.04Eff Leverage0.0109Vega