0.80Open0.75Pre Close5 Volume55 Open Interest15.50Strike Price400.00Turnover49.58%IV0.07%PremiumAug 2, 2024Expiry Date0.79Intrinsic Value100Multiplier1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.9405Delta0.2528Gamma18.39Leverage Ratio-0.0099Theta-0.0005Rho-17.29Eff Leverage0.0012Vega