0.40Open1.00Pre Close10 Volume25 Open Interest23.00Strike Price400.00Turnover21.38%IV1.14%PremiumDec 20, 2024Expiry Date0.14Intrinsic Value100Multiplier15DDays to Expiry0.26Extrinsic Value100Contract SizeAmericanOptions Type-0.5346Delta0.4065Gamma50.80Leverage Ratio-0.0120Theta-0.0044Rho-27.16Eff Leverage0.0184Vega