0.43Open0.35Pre Close8 Volume30 Open Interest97.50Strike Price427.00Turnover67.88%IV4.66%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.90Extrinsic Value100Contract SizeAmericanOptions Type0.2824Delta0.0606Gamma98.97Leverage Ratio-0.3617Theta0.0020Rho27.95Eff Leverage0.0278Vega