4.01Open1.50Pre Close1 Volume4 Open Interest60.00Strike Price401.00Turnover88.59%IV3.04%PremiumSep 20, 2024Expiry Date2.12Intrinsic Value100Multiplier3DDays to Expiry1.89Extrinsic Value100Contract SizeAmericanOptions Type0.6883Delta0.0734Gamma19.72Leverage Ratio-0.3351Theta0.0030Rho13.57Eff Leverage0.0192Vega