0.14Open0.14Pre Close36 Volume251 Open Interest35.00Strike Price400.00Turnover36.21%IV11.82%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier16DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.0912Delta0.0673Gamma313.90Leverage Ratio-0.0121Theta0.0013Rho28.62Eff Leverage0.0110Vega