0.02Open0.06Pre Close200 Volume156 Open Interest47.00Strike Price400.00Turnover64.20%IV11.77%PremiumNov 1, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0235Delta0.0241Gamma2103.50Leverage Ratio-0.0167Theta0.0001Rho49.51Eff Leverage0.0020Vega