4.00Open3.40Pre Close1 Volume132 Open Interest14.00Strike Price400.00Turnover103.60%IV1.35%PremiumAug 9, 2024Expiry Date3.76Intrinsic Value100Multiplier3DDays to Expiry0.24Extrinsic Value100Contract SizeAmericanOptions Type0.9889Delta0.0154Gamma4.70Leverage Ratio-0.0072Theta0.0015Rho4.65Eff Leverage0.0005Vega