0.50Open0.12Pre Close20 Volume24 Open Interest7.50Strike Price400.00Turnover346.40%IV37.75%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.4347Delta0.1154Gamma6.99Leverage Ratio-0.0621Theta0.0005Rho3.04Eff Leverage0.0039Vega