0.35Open0.45Pre Close27 Volume305 Open Interest29.50Strike Price417.00Turnover31.85%IV0.30%PremiumJul 5, 2024Expiry Date0.06Intrinsic Value100Multiplier0DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.6145Delta1.0641Gamma197.07Leverage Ratio-0.1353Theta0.0003Rho121.10Eff Leverage0.0043Vega