0.02Open0.02Pre Close406 Volume548 Open Interest310.00Strike Price412.00Turnover162.00%IV34.47%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0006Delta0.0000Gamma47307.48Leverage Ratio-0.0098Theta0.0000Rho-27.37Eff Leverage0.0008Vega