0.80Open0.95Pre Close5 Volume75 Open Interest12.50Strike Price400.00Turnover82.24%IV3.26%PremiumSep 20, 2024Expiry Date0.38Intrinsic Value100Multiplier19DDays to Expiry0.42Extrinsic Value100Contract SizeAmericanOptions Type0.6053Delta0.1581Gamma10.96Leverage Ratio-0.0255Theta0.0035Rho6.63Eff Leverage0.0114Vega