4.01Open2.86Pre Close1 Volume1 Open Interest70.00Strike Price401.00Turnover26.72%IV0.42%PremiumDec 20, 2024Expiry Date3.70Intrinsic Value100Multiplier25DDays to Expiry0.31Extrinsic Value100Contract SizeAmericanOptions Type0.7904Delta0.0553Gamma16.20Leverage Ratio-0.0359Theta0.0375Rho12.80Eff Leverage0.0560Vega