11.30Open8.50Pre Close467 Volume496 Open Interest927.50Strike Price399.90KTurnover32.32%IV1.60%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry6.37Extrinsic Value100Contract SizeAmericanOptions Type0.3758Delta0.0155Gamma146.47Leverage Ratio-2.1215Theta0.0230Rho55.05Eff Leverage0.2870Vega