0.02Open0.03Pre Close350 Volume1.27K Open Interest195.00Strike Price400.00Turnover59.76%IV16.33%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0063Delta0.0018Gamma8382.50Leverage Ratio-0.0161Theta0.0001Rho52.78Eff Leverage0.0030Vega