0.26Open0.34Pre Close26 Volume209 Open Interest45.00Strike Price400.00Turnover38.40%IV12.17%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.1270Delta0.0563Gamma178.89Leverage Ratio-0.0189Theta0.0028Rho22.71Eff Leverage0.0200Vega