0.85Open1.08Pre Close5 Volume85 Open Interest185.00Strike Price400.00Turnover27.57%IV6.88%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.70Extrinsic Value100Contract SizeAmericanOptions Type-0.1365Delta0.0169Gamma213.97Leverage Ratio-0.0657Theta-0.0142Rho-29.20Eff Leverage0.1030Vega