0.01Open0.02Pre Close400 Volume101 Open Interest65.00Strike Price400.00Turnover62.50%IV15.72%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0057Delta0.0030Gamma7710.97Leverage Ratio-0.0070Theta0.0000Rho-44.03Eff Leverage0.0014Vega