4.00Open5.60Pre Close1 Volume5 Open Interest100.00Strike Price400.00Turnover38.12%IV2.45%PremiumJan 17, 2025Expiry Date1.51Intrinsic Value100Multiplier5DDays to Expiry2.49Extrinsic Value100Contract SizeAmericanOptions Type0.6393Delta0.0786Gamma36.58Leverage Ratio-0.1757Theta0.0094Rho23.39Eff Leverage0.0468Vega