0.20Open0.15Pre Close20 Volume115 Open Interest2.50Strike Price400.00Turnover64.85%IV6.12%PremiumDec 20, 2024Expiry Date0.05Intrinsic Value100Multiplier14DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.5333Delta1.2774Gamma16.33Leverage Ratio-0.0043Theta-0.0005Rho-8.71Eff Leverage0.0019Vega