4.00Open4.40Pre Close1 Volume27 Open Interest85.00Strike Price400.00Turnover38.73%IV1.55%PremiumJan 17, 2025Expiry Date2.64Intrinsic Value100Multiplier20DDays to Expiry1.36Extrinsic Value100Contract SizeAmericanOptions Type0.6585Delta0.0461Gamma18.45Leverage Ratio-0.0799Theta0.0292Rho12.15Eff Leverage0.0755Vega