0.13Open0.90Pre Close23 Volume200 Open Interest60.00Strike Price409.00Turnover36.04%IV1.96%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type0.2919Delta0.2489Gamma236.36Leverage Ratio-0.1773Theta0.0007Rho68.99Eff Leverage0.0131Vega