0.20Open0.15Pre Close20 Volume115 Open Interest2.50Strike Price400.00Turnover81.54%IV7.07%PremiumDec 20, 2024Expiry Date0.03Intrinsic Value100Multiplier14DDays to Expiry0.18Extrinsic Value100Contract SizeAmericanOptions Type-0.4992Delta1.0081Gamma16.50Leverage Ratio-0.0055Theta-0.0005Rho-8.24Eff Leverage0.0019Vega