0.66Open0.80Pre Close6 Volume14 Open Interest7.00Strike Price400.00Turnover106.68%IV21.45%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier30DDays to Expiry0.70Extrinsic Value100Contract SizeAmericanOptions Type0.4453Delta0.2020Gamma9.75Leverage Ratio-0.0132Theta0.0019Rho4.34Eff Leverage0.0072Vega