0.50Open0.40Pre Close8 Volume41 Open Interest26.00Strike Price400.00Turnover14.88%IV0.39%PremiumJan 17, 2025Expiry Date0.40Intrinsic Value100Multiplier4DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.8403Delta0.6585Gamma60.24Leverage Ratio-0.0102Theta-0.0017Rho-50.62Eff Leverage0.0064Vega