0.66Open0.94Pre Close6 Volume512 Open Interest64.00Strike Price400.00Turnover22.33%IV4.24%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry0.70Extrinsic Value100Contract SizeAmericanOptions Type0.3330Delta0.0999Gamma80.09Leverage Ratio-0.0293Theta0.0137Rho26.67Eff Leverage0.0592Vega