1.21Open2.86Pre Close5.23K Volume2.37K Open Interest42.00Strike Price403.45KTurnover23.77%IV0.05%PremiumJul 26, 2024Expiry Date0.08Intrinsic Value100Multiplier0DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.6041Delta1.3191Gamma262.00Leverage Ratio-0.1801Theta-0.0002Rho-158.28Eff Leverage0.0047Vega