0.08Open0.37Pre Close52 Volume469 Open Interest118.00Strike Price406.00Turnover57.15%IV8.47%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0228Delta0.0094Gamma2577.80Leverage Ratio-0.0449Theta-0.0002Rho-58.82Eff Leverage0.0055Vega