0.40Open0.50Pre Close10 Volume26 Open Interest12.50Strike Price400.00Turnover48.56%IV7.14%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type-0.3400Delta0.2227Gamma32.58Leverage Ratio-0.0118Theta-0.0030Rho-11.08Eff Leverage0.0124Vega