1.00Open0.55Pre Close4 Volume83 Open Interest37.00Strike Price400.00Turnover17.84%IV1.88%PremiumJan 17, 2025Expiry Date0.30Intrinsic Value100Multiplier24DDays to Expiry0.70Extrinsic Value100Contract SizeAmericanOptions Type0.6033Delta0.2257Gamma41.44Leverage Ratio-0.0164Theta0.0142Rho25.00Eff Leverage0.0369Vega