0.06Open0.07Pre Close220 Volume1.31K Open Interest93.00Strike Price401.00Turnover1072.04%IV5.35%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier-2DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0140Delta0.0175Gamma8829.00Leverage Ratio-19.3556Theta0.0000Rho123.63Eff Leverage0.0001Vega