4.00Open5.10Pre Close1 Volume10 Open Interest135.00Strike Price400.00Turnover47.49%IV1.90%PremiumDec 20, 2024Expiry Date1.46Intrinsic Value100Multiplier10DDays to Expiry2.54Extrinsic Value100Contract SizeAmericanOptions Type-0.5323Delta0.0370Gamma26.71Leverage Ratio-0.2000Theta-0.0197Rho-14.22Eff Leverage0.0902Vega