0.32Open0.40Pre Close15 Volume140 Open Interest197.50Strike Price421.00Turnover23.40%IV2.91%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type-0.1205Delta0.0402Gamma677.03Leverage Ratio-0.1179Theta-0.0025Rho-81.61Eff Leverage0.0428Vega