0.07Open0.15Pre Close66 Volume403 Open Interest21.00Strike Price412.00Turnover132.10%IV28.84%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0444Delta0.0406Gamma408.25Leverage Ratio-0.0222Theta0.0001Rho18.13Eff Leverage0.0016Vega