0.35Open0.32Pre Close11 Volume70 Open Interest110.00Strike Price405.00Turnover44.32%IV10.12%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.37Extrinsic Value100Contract SizeAmericanOptions Type-0.0827Delta0.0161Gamma329.68Leverage Ratio-0.0618Theta-0.0029Rho-27.27Eff Leverage0.0326Vega