0.30Open0.33Pre Close15 Volume14 Open Interest6.00Strike Price400.00Turnover104.59%IV0.81%PremiumJan 17, 2025Expiry Date0.20Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.6657Delta0.6838Gamma19.08Leverage Ratio-0.0440Theta0.0003Rho12.70Eff Leverage0.0019Vega