0.05Open0.10Pre Close103 Volume215 Open Interest80.00Strike Price413.00Turnover15.70%IV2.44%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0847Delta0.1197Gamma1562.80Leverage Ratio-0.0236Theta0.0007Rho132.39Eff Leverage0.0128Vega