0.01Open0.02Pre Close400 Volume101 Open Interest65.00Strike Price400.00Turnover60.89%IV15.01%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0059Delta0.0033Gamma7646.50Leverage Ratio-0.0071Theta0.0000Rho-45.44Eff Leverage0.0014Vega