0.04Open0.04Pre Close100 Volume1.03K Open Interest5.00Strike Price400.00Turnover66.71%IV23.83%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.1273Delta0.3083Gamma101.75Leverage Ratio-0.0032Theta0.0003Rho12.95Eff Leverage0.0021Vega