0.20Open0.15Pre Close20 Volume115 Open Interest2.50Strike Price400.00Turnover81.06%IV4.17%PremiumDec 20, 2024Expiry Date0.10Intrinsic Value100Multiplier12DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.5745Delta1.0889Gamma12.00Leverage Ratio-0.0056Theta-0.0005Rho-6.89Eff Leverage0.0017Vega