4.00Open3.90Pre Close1 Volume47 Open Interest37.00Strike Price400.00Turnover44.08%IV1.51%PremiumNov 15, 2024Expiry Date3.39Intrinsic Value100Multiplier20DDays to Expiry0.61Extrinsic Value100Contract SizeAmericanOptions Type0.8222Delta0.0624Gamma10.36Leverage Ratio-0.0307Theta0.0161Rho8.51Eff Leverage0.0246Vega