0.07Open0.05Pre Close70 Volume56 Open Interest5.00Strike Price400.00Turnover155.12%IV84.51%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1080Delta0.1643Gamma54.75Leverage Ratio-0.0041Theta0.0002Rho5.92Eff Leverage0.0014Vega