0.10Open0.18Pre Close60 Volume87 Open Interest94.50Strike Price400.00Turnover10.77%IV0.45%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.2044Delta0.6496Gamma1882.60Leverage Ratio-0.0944Theta0.0004Rho384.79Eff Leverage0.0115Vega