4.06Open5.30Pre Close1 Volume1 Open Interest430.00Strike Price406.00Turnover25.46%IV4.42%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry4.06Extrinsic Value100Contract SizeAmericanOptions Type0.3231Delta0.0138Gamma78.43Leverage Ratio-0.2319Theta0.0779Rho25.34Eff Leverage0.3667Vega