1.00Open1.35Pre Close4 Volume46 Open Interest95.00Strike Price400.00Turnover11.76%IV0.57%PremiumJan 17, 2025Expiry Date0.46Intrinsic Value100Multiplier10DDays to Expiry0.54Extrinsic Value100Contract SizeAmericanOptions Type0.6261Delta0.2065Gamma90.91Leverage Ratio-0.0436Theta0.0157Rho56.92Eff Leverage0.0591Vega