0.40Open1.00Pre Close10 Volume25 Open Interest23.00Strike Price400.00Turnover24.77%IV1.70%PremiumDec 20, 2024Expiry Date0.01Intrinsic Value100Multiplier15DDays to Expiry0.39Extrinsic Value100Contract SizeAmericanOptions Type-0.4814Delta0.3454Gamma57.48Leverage Ratio-0.0143Theta-0.0042Rho-27.67Eff Leverage0.0187Vega