0.40Open1.00Pre Close10 Volume35 Open Interest23.00Strike Price400.00Turnover21.81%IV1.14%PremiumDec 20, 2024Expiry Date0.14Intrinsic Value100Multiplier14DDays to Expiry0.26Extrinsic Value100Contract SizeAmericanOptions Type-0.5352Delta0.4070Gamma50.80Leverage Ratio-0.0126Theta-0.0042Rho-27.19Eff Leverage0.0180Vega