2.73Open3.14Pre Close2.18K Volume89 Open Interest63.00Strike Price427.64KTurnover91.47%IV1.77%PremiumJul 26, 2024Expiry Date0.27Intrinsic Value100Multiplier1DDays to Expiry1.12Extrinsic Value100Contract SizeAmericanOptions Type0.5454Delta0.1262Gamma45.35Leverage Ratio-0.9114Theta0.0010Rho24.74Eff Leverage0.0136Vega