0.50Open0.40Pre Close8 Volume135 Open Interest25.00Strike Price400.00Turnover31.49%IV5.07%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.50Extrinsic Value100Contract SizeAmericanOptions Type0.3911Delta0.1927Gamma46.23Leverage Ratio-0.0168Theta0.0061Rho18.08Eff Leverage0.0243Vega