0.47Open0.56Pre Close5.57K Volume8.10K Open Interest27.00Strike Price394.73KTurnover57.61%IV1.06%PremiumAug 2, 2024Expiry Date0.63Intrinsic Value100Multiplier2DDays to Expiry0.28Extrinsic Value100Contract SizeAmericanOptions Type-0.6622Delta0.2658Gamma28.66Leverage Ratio-0.0877Theta-0.0014Rho-18.98Eff Leverage0.0087Vega