0.03Open0.13Pre Close114 Volume810 Open Interest93.50Strike Price385.00Turnover22.67%IV1.10%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0866Delta0.2087Gamma2643.57Leverage Ratio-0.1235Theta0.0001Rho228.82Eff Leverage0.0053Vega