0.37Open0.63Pre Close32 Volume250 Open Interest38.50Strike Price416.00Turnover140.10%IV0.78%PremiumJul 5, 2024Expiry Date0.00Intrinsic Value100Multiplier-1DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.1252Delta0.8515Gamma2548.00Leverage Ratio-3.3127Theta0.0000Rho319.08Eff Leverage0.0004Vega