13.70Open18.00Pre Close381 Volume408 Open Interest670.00Strike Price402.07KTurnover29.62%IV0.52%PremiumJul 12, 2024Expiry Date7.65Intrinsic Value100Multiplier2DDays to Expiry3.55Extrinsic Value100Contract SizeAmericanOptions Type0.6971Delta0.0223Gamma62.03Leverage Ratio-1.4221Theta0.0282Rho43.24Eff Leverage0.1848Vega