0.40Open1.00Pre Close10 Volume25 Open Interest23.00Strike Price400.00Turnover21.42%IV1.14%PremiumDec 20, 2024Expiry Date0.14Intrinsic Value100Multiplier15DDays to Expiry0.26Extrinsic Value100Contract SizeAmericanOptions Type-0.5346Delta0.4066Gamma50.80Leverage Ratio-0.0121Theta-0.0044Rho-27.16Eff Leverage0.0183Vega