0.40Open1.00Pre Close10 Volume35 Open Interest23.00Strike Price400.00Turnover19.05%IV1.14%PremiumDec 20, 2024Expiry Date0.14Intrinsic Value100Multiplier14DDays to Expiry0.26Extrinsic Value100Contract SizeAmericanOptions Type-0.5430Delta0.4674Gamma57.15Leverage Ratio-0.0108Theta-0.0042Rho-31.03Eff Leverage0.0179Vega