0.20Open0.15Pre Close20 Volume115 Open Interest2.50Strike Price400.00Turnover84.58%IV4.17%PremiumDec 20, 2024Expiry Date0.10Intrinsic Value100Multiplier11DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.5749Delta1.0897Gamma12.00Leverage Ratio-0.0061Theta-0.0005Rho-6.90Eff Leverage0.0017Vega