0.50Open1.01Pre Close11 Volume16 Open Interest1695.00Strike Price402.00Turnover116.86%IV30.23%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.28Extrinsic Value100Contract SizeAmericanOptions Type0.0106Delta0.0002Gamma2552.49Leverage Ratio-0.4115Theta0.0012Rho27.16Eff Leverage0.0350Vega