0.40Open1.00Pre Close10 Volume25 Open Interest23.00Strike Price400.00Turnover23.96%IV1.48%PremiumDec 20, 2024Expiry Date0.06Intrinsic Value100Multiplier15DDays to Expiry0.34Extrinsic Value100Contract SizeAmericanOptions Type-0.4942Delta0.3600Gamma50.98Leverage Ratio-0.0138Theta-0.0042Rho-25.19Eff Leverage0.0186Vega