4.00Open5.10Pre Close1 Volume10 Open Interest135.00Strike Price400.00Turnover45.12%IV2.44%PremiumDec 20, 2024Expiry Date0.73Intrinsic Value100Multiplier11DDays to Expiry3.28Extrinsic Value100Contract SizeAmericanOptions Type-0.5112Delta0.0378Gamma29.19Leverage Ratio-0.1853Theta-0.0201Rho-14.92Eff Leverage0.0936Vega