0.05Open0.05Pre Close80 Volume572 Open Interest1.00Strike Price400.00Turnover242.92%IV44.12%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier16DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0971Delta0.1977Gamma34.00Leverage Ratio-0.0046Theta-0.0001Rho-3.30Eff Leverage0.0006Vega