4.00Open4.40Pre Close1 Volume27 Open Interest85.00Strike Price400.00Turnover39.42%IV1.55%PremiumJan 17, 2025Expiry Date2.64Intrinsic Value100Multiplier19DDays to Expiry1.36Extrinsic Value100Contract SizeAmericanOptions Type0.6580Delta0.0460Gamma18.45Leverage Ratio-0.0825Theta0.0282Rho12.14Eff Leverage0.0743Vega