0.05Open0.10Pre Close84 Volume78 Open Interest41.00Strike Price420.00Turnover63.66%IV30.77%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier16DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0313Delta0.0164Gamma627.80Leverage Ratio-0.0087Theta0.0004Rho19.64Eff Leverage0.0048Vega