6.25Open7.11Pre Close814 Volume432 Open Interest75.00Strike Price427.30KTurnover162.98%IV1.18%PremiumJul 19, 2024Expiry Date4.41Intrinsic Value100Multiplier1DDays to Expiry0.94Extrinsic Value100Contract SizeAmericanOptions Type0.7128Delta0.0377Gamma12.91Leverage Ratio-0.9865Theta0.0025Rho9.20Eff Leverage0.0189Vega