0.30Open0.45Pre Close13 Volume394 Open Interest6.00Strike Price400.00Turnover99.46%IV15.60%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.4052Delta0.2798Gamma15.57Leverage Ratio-0.0116Theta0.0012Rho6.31Eff Leverage0.0054Vega