4.00Open4.72Pre Close1 Volume11 Open Interest87.00Strike Price400.00Turnover33.38%IV3.63%PremiumNov 15, 2024Expiry Date0.81Intrinsic Value100Multiplier25DDays to Expiry3.19Extrinsic Value100Contract SizeAmericanOptions Type0.5731Delta0.0512Gamma24.39Leverage Ratio-0.0665Theta0.0319Rho13.98Eff Leverage0.0900Vega