0.35Open0.78Pre Close23 Volume105 Open Interest172.50Strike Price400.00Turnover20.44%IV0.97%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.1348Delta0.1482Gamma1740.90Leverage Ratio-0.2530Theta-0.0004Rho-234.65Eff Leverage0.0155Vega