0.20Open0.40Pre Close20 Volume110 Open Interest55.00Strike Price400.00Turnover100.77%IV31.94%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type-0.0521Delta0.0052Gamma161.04Leverage Ratio-0.0454Theta-0.0028Rho-8.38Eff Leverage0.0218Vega