0.20Open0.15Pre Close20 Volume119 Open Interest2.50Strike Price400.00Turnover85.03%IV4.17%PremiumDec 20, 2024Expiry Date0.10Intrinsic Value100Multiplier11DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.5750Delta1.0898Gamma12.00Leverage Ratio-0.0062Theta-0.0004Rho-6.90Eff Leverage0.0017Vega