4.01Open3.80Pre Close1 Volume146 Open Interest14.00Strike Price401.00Turnover94.96%IV2.63%PremiumJul 19, 2024Expiry Date3.74Intrinsic Value100Multiplier11DDays to Expiry0.27Extrinsic Value100Contract SizeAmericanOptions Type-0.9697Delta0.0534Gamma2.70Leverage Ratio-0.0038Theta-0.0018Rho-2.62Eff Leverage0.0012Vega