0.20Open0.15Pre Close21 Volume41 Open Interest6.00Strike Price426.00Turnover78.55%IV0.98%PremiumAug 16, 2024Expiry Date0.14Intrinsic Value100Multiplier2DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.6445Delta0.8671Gamma24.56Leverage Ratio-0.0307Theta0.0003Rho15.83Eff Leverage0.0020Vega