0.40Open1.00Pre Close10 Volume25 Open Interest23.00Strike Price400.00Turnover21.63%IV1.14%PremiumDec 20, 2024Expiry Date0.14Intrinsic Value100Multiplier15DDays to Expiry0.26Extrinsic Value100Contract SizeAmericanOptions Type-0.5298Delta0.4010Gamma50.80Leverage Ratio-0.0122Theta-0.0044Rho-26.91Eff Leverage0.0184Vega