4.00Open7.40Pre Close1 Volume4 Open Interest115.00Strike Price400.00Turnover33.98%IV0.41%PremiumDec 20, 2024Expiry Date3.51Intrinsic Value100Multiplier5DDays to Expiry0.49Extrinsic Value100Contract SizeAmericanOptions Type0.7807Delta0.0613Gamma28.22Leverage Ratio-0.1498Theta0.0127Rho22.03Eff Leverage0.0419Vega