0.05Open0.10Pre Close80 Volume2.27K Open Interest7.50Strike Price400.00Turnover62.14%IV19.84%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1554Delta0.2412Gamma84.00Leverage Ratio-0.0052Theta0.0006Rho13.05Eff Leverage0.0038Vega