0.20Open0.30Pre Close20 Volume5 Open Interest83.00Strike Price400.00Turnover26.57%IV2.93%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type-0.1671Delta0.1003Gamma379.11Leverage Ratio-0.0693Theta-0.0016Rho-63.35Eff Leverage0.0235Vega