0.20Open0.15Pre Close20 Volume115 Open Interest2.50Strike Price400.00Turnover78.79%IV4.17%PremiumDec 20, 2024Expiry Date0.10Intrinsic Value100Multiplier13DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.5742Delta1.0883Gamma12.00Leverage Ratio-0.0052Theta-0.0005Rho-6.89Eff Leverage0.0018Vega