1.25Open1.02Pre Close4 Volume22 Open Interest18.00Strike Price420.00Turnover83.25%IV5.01%PremiumAug 9, 2024Expiry Date0.05Intrinsic Value100Multiplier4DDays to Expiry0.90Extrinsic Value100Contract SizeAmericanOptions Type-0.4482Delta0.2354Gamma27.62Leverage Ratio-0.0768Theta-0.0010Rho-12.38Eff Leverage0.0080Vega