0.20Open0.45Pre Close20 Volume21 Open Interest21900.00Strike Price400.00Turnover55.65%IV4.67%PremiumNov 27, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.20Extrinsic Value100Contract SizeEuropeanOptions Type0.0021Delta0.0000Gamma104614.49Leverage Ratio-3.6626Theta0.0003Rho216.33Eff Leverage0.0390Vega