0.50Open0.50Pre Close6 Volume121 Open Interest15.00Strike Price400.00Turnover48.46%IV3.02%PremiumJul 19, 2024Expiry Date0.24Intrinsic Value100Multiplier4DDays to Expiry0.46Extrinsic Value100Contract SizeAmericanOptions Type0.6353Delta0.4798Gamma33.87Leverage Ratio-0.0394Theta0.0010Rho21.52Eff Leverage0.0061Vega