4.00Open3.28Pre Close1 Volume668 Open Interest29.00Strike Price400.00Turnover49.36%IV2.39%PremiumDec 20, 2024Expiry Date3.23Intrinsic Value100Multiplier25DDays to Expiry0.77Extrinsic Value100Contract SizeAmericanOptions Type0.8183Delta0.0637Gamma8.59Leverage Ratio-0.0249Theta0.0153Rho7.03Eff Leverage0.0221Vega