4.00Open4.65Pre Close1 Volume1 Open Interest33.50Strike Price400.00Turnover121.46%IV1.57%PremiumJul 26, 2024Expiry Date3.53Intrinsic Value100Multiplier4DDays to Expiry0.47Extrinsic Value100Contract SizeAmericanOptions Type-0.7669Delta0.0737Gamma7.42Leverage Ratio-0.1322Theta-0.0031Rho-5.69Eff Leverage0.0105Vega