0.03Open0.05Pre Close76 Volume93 Open Interest39.00Strike Price400.00Turnover30.80%IV4.36%PremiumNov 1, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1053Delta0.1511Gamma623.67Leverage Ratio-0.0264Theta0.0004Rho65.70Eff Leverage0.0071Vega