0.03Open0.03Pre Close295 Volume3.69K Open Interest9.00Strike Price400.00Turnover73.80%IV11.86%PremiumSep 27, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0344Delta0.1061Gamma1020.00Leverage Ratio-0.0067Theta0.0000Rho-35.09Eff Leverage0.0007Vega