4.00Open3.32Pre Close1 Volume100 Open Interest30.00Strike Price400.00Turnover52.54%IV3.45%PremiumNov 15, 2024Expiry Date3.07Intrinsic Value100Multiplier25DDays to Expiry0.93Extrinsic Value100Contract SizeAmericanOptions Type-0.7539Delta0.0868Gamma7.81Leverage Ratio-0.0211Theta-0.0128Rho-5.88Eff Leverage0.0223Vega