0.20Open0.15Pre Close20 Volume115 Open Interest2.50Strike Price400.00Turnover86.45%IV5.35%PremiumDec 20, 2024Expiry Date0.07Intrinsic Value100Multiplier14DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type-0.5241Delta0.9599Gamma12.15Leverage Ratio-0.0058Theta-0.0005Rho-6.37Eff Leverage0.0019Vega