0.35Open0.05Pre Close10 Volume13 Open Interest40.00Strike Price399.00Turnover44.11%IV8.99%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier18DDays to Expiry0.50Extrinsic Value100Contract SizeAmericanOptions Type0.2567Delta0.0861Gamma67.56Leverage Ratio-0.0331Theta0.0047Rho17.34Eff Leverage0.0273Vega