0.07Open0.12Pre Close22 Volume205 Open Interest12.50Strike Price427.00Turnover73.25%IV1.52%PremiumJul 5, 2024Expiry Date0.01Intrinsic Value100Multiplier0DDays to Expiry0.19Extrinsic Value100Contract SizeAmericanOptions Type-0.4989Delta0.8130Gamma62.45Leverage Ratio-0.1518Theta-0.0002Rho-31.15Eff Leverage0.0027Vega