0.20Open0.16Pre Close29 Volume588 Open Interest5.00Strike Price427.00Turnover138.23%IV9.77%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.17Extrinsic Value100Contract SizeAmericanOptions Type0.3760Delta0.5194Gamma26.91Leverage Ratio-0.0318Theta0.0002Rho10.12Eff Leverage0.0020Vega