0.20Open0.40Pre Close20 Volume345 Open Interest23.00Strike Price400.00Turnover36.87%IV7.41%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier15DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.2214Delta0.1823Gamma108.00Leverage Ratio-0.0165Theta0.0019Rho23.91Eff Leverage0.0131Vega