0.20Open0.15Pre Close20 Volume115 Open Interest2.50Strike Price400.00Turnover67.52%IV6.50%PremiumDec 20, 2024Expiry Date0.04Intrinsic Value100Multiplier14DDays to Expiry0.16Extrinsic Value100Contract SizeAmericanOptions Type-0.5176Delta1.2233Gamma16.40Leverage Ratio-0.0045Theta-0.0005Rho-8.49Eff Leverage0.0019Vega