0.11Open0.01Pre Close299 Volume180 Open Interest35.50Strike Price399.00Turnover57.19%IV11.37%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.0217Delta0.0214Gamma2001.50Leverage Ratio-0.0124Theta-0.0001Rho-43.49Eff Leverage0.0022Vega