0.06Open0.16Pre Close71 Volume112 Open Interest127.00Strike Price426.00Turnover41.91%IV8.22%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type-0.0254Delta0.0096Gamma2305.17Leverage Ratio-0.0361Theta-0.0004Rho-58.46Eff Leverage0.0087Vega