6.20Open5.50Pre Close815 Volume1.62K Open Interest217.50Strike Price400.49KTurnover80.63%IV0.26%PremiumJan 10, 2025Expiry Date4.63Intrinsic Value100Multiplier0DDays to Expiry0.57Extrinsic Value100Contract SizeAmericanOptions Type0.8117Delta0.0502Gamma42.72Leverage Ratio-2.2389Theta0.0016Rho34.68Eff Leverage0.0180Vega