4.00Open4.20Pre Close1 Volume52 Open Interest45.00Strike Price400.00Turnover27.54%IV0.29%PremiumJul 19, 2024Expiry Date3.86Intrinsic Value100Multiplier16DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type0.9321Delta0.0464Gamma12.06Leverage Ratio-0.0173Theta0.0183Rho11.24Eff Leverage0.0135Vega