0.20Open0.35Pre Close20 Volume97 Open Interest155.00Strike Price400.00Turnover38.27%IV14.95%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type-0.0307Delta0.0043Gamma910.00Leverage Ratio-0.0270Theta-0.0027Rho-27.91Eff Leverage0.0294Vega