0.20Open0.05Pre Close20 Volume126 Open Interest49.00Strike Price400.00Turnover130.61%IV22.42%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.0838Delta0.0280Gamma200.95Leverage Ratio-0.0968Theta0.0003Rho16.84Eff Leverage0.0065Vega