0.34Open0.11Pre Close16 Volume1.57K Open Interest3.50Strike Price400.00Turnover137.49%IV1.97%PremiumDec 20, 2024Expiry Date0.05Intrinsic Value100Multiplier1DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.5950Delta1.5701Gamma28.40Leverage Ratio-0.0528Theta0.0001Rho16.90Eff Leverage0.0007Vega