0.50Open1.01Pre Close11 Volume16 Open Interest1695.00Strike Price402.00Turnover128.28%IV31.96%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.28Extrinsic Value100Contract SizeAmericanOptions Type0.0184Delta0.0003Gamma1241.22Leverage Ratio-0.7727Theta0.0021Rho22.81Eff Leverage0.0567Vega