0.08Open0.06Pre Close117 Volume765 Open Interest14.00Strike Price417.00Turnover56.83%IV10.47%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0712Delta0.1677Gamma508.00Leverage Ratio-0.0111Theta0.0001Rho36.18Eff Leverage0.0019Vega