0.50Open1.01Pre Close11 Volume16 Open Interest1695.00Strike Price402.00Turnover128.87%IV31.34%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.28Extrinsic Value100Contract SizeAmericanOptions Type0.0183Delta0.0003Gamma1247.09Leverage Ratio-0.7735Theta0.0021Rho22.86Eff Leverage0.0565Vega