0.20Open0.40Pre Close20 Volume345 Open Interest23.00Strike Price400.00Turnover38.63%IV7.41%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier15DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.2337Delta0.1789Gamma96.00Leverage Ratio-0.0178Theta0.0020Rho22.44Eff Leverage0.0136Vega