1.30Open1.02Pre Close3 Volume562 Open Interest67.50Strike Price407.00Turnover26.43%IV0.91%PremiumJul 19, 2024Expiry Date0.66Intrinsic Value100Multiplier5DDays to Expiry0.62Extrinsic Value100Contract SizeAmericanOptions Type0.6366Delta0.1756Gamma54.53Leverage Ratio-0.0879Theta0.0059Rho34.71Eff Leverage0.0304Vega