0.35Open0.06Pre Close12 Volume38 Open Interest46.00Strike Price400.00Turnover7367.06%IV22.81%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.1130Delta0.0329Gamma125.67Leverage Ratio-340.8966Theta0.0000Rho14.20Eff Leverage0.0002Vega