0.40Open0.55Pre Close10 Volume20 Open Interest12.50Strike Price400.00Turnover45.93%IV6.13%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type-0.3654Delta0.2519Gamma32.23Leverage Ratio-0.0116Theta-0.0029Rho-11.78Eff Leverage0.0122Vega