0.05Open0.07Pre Close70 Volume955 Open Interest75.00Strike Price393.00Turnover28.36%IV2.85%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.1111Delta0.1120Gamma768.63Leverage Ratio-0.0602Theta0.0005Rho85.38Eff Leverage0.0113Vega