0.40Open0.35Pre Close10 Volume201 Open Interest8.00Strike Price400.00Turnover65.27%IV1.69%PremiumNov 15, 2024Expiry Date0.26Intrinsic Value100Multiplier10DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type0.6413Delta0.4202Gamma16.52Leverage Ratio-0.0177Theta0.0013Rho10.59Eff Leverage0.0051Vega