0.10Open0.25Pre Close40 Volume1.35K Open Interest15.00Strike Price400.00Turnover34.65%IV3.42%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.2718Delta0.5411Gamma146.00Leverage Ratio-0.0199Theta0.0006Rho39.68Eff Leverage0.0059Vega