0.80Open0.56Pre Close5 Volume61 Open Interest20.50Strike Price400.00Turnover48.23%IV1.87%PremiumJul 5, 2024Expiry Date0.41Intrinsic Value100Multiplier1DDays to Expiry0.39Extrinsic Value100Contract SizeAmericanOptions Type0.7605Delta0.5152Gamma41.82Leverage Ratio-0.0792Theta0.0006Rho31.80Eff Leverage0.0039Vega