0.40Open1.00Pre Close10 Volume25 Open Interest23.00Strike Price400.00Turnover21.34%IV1.31%PremiumDec 20, 2024Expiry Date0.10Intrinsic Value100Multiplier15DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type-0.5345Delta0.4065Gamma50.89Leverage Ratio-0.0120Theta-0.0044Rho-27.20Eff Leverage0.0184Vega