0.80Open0.59Pre Close5 Volume86 Open Interest130.00Strike Price394.00Turnover26.56%IV1.93%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.82Extrinsic Value100Contract SizeAmericanOptions Type0.3407Delta0.0992Gamma155.56Leverage Ratio-0.1720Theta0.0050Rho52.99Eff Leverage0.0510Vega