4.00Open3.96Pre Close1 Volume212 Open Interest105.00Strike Price400.00Turnover29.16%IV3.75%PremiumDec 20, 2024Expiry Date0.06Intrinsic Value100Multiplier31DDays to Expiry3.94Extrinsic Value100Contract SizeAmericanOptions Type-0.4747Delta0.0451Gamma30.86Leverage Ratio-0.0521Theta-0.0384Rho-14.65Eff Leverage0.1216Vega