0.20Open0.15Pre Close20 Volume115 Open Interest2.50Strike Price400.00Turnover82.54%IV4.17%PremiumDec 20, 2024Expiry Date0.10Intrinsic Value100Multiplier12DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.5747Delta1.0893Gamma12.00Leverage Ratio-0.0058Theta-0.0005Rho-6.90Eff Leverage0.0017Vega