0.03Open0.05Pre Close133 Volume265 Open Interest9.00Strike Price399.00Turnover75.10%IV6.85%PremiumAug 23, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.1101Delta0.3415Gamma321.00Leverage Ratio-0.0220Theta-0.0001Rho-35.33Eff Leverage0.0014Vega