0.40Open0.35Pre Close15 Volume30 Open Interest71.50Strike Price401.00Turnover114.19%IV22.71%PremiumSep 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.0529Delta0.0153Gamma389.27Leverage Ratio-0.0817Theta0.0003Rho20.59Eff Leverage0.0066Vega