0.15Open0.15Pre Close27 Volume199 Open Interest20.50Strike Price405.00Turnover132.81%IV0.34%PremiumAug 9, 2024Expiry Date0.08Intrinsic Value100Multiplier0DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.6218Delta1.4397Gamma137.20Leverage Ratio-1.5104Theta0.0000Rho85.31Eff Leverage0.0008Vega