0.35Open0.78Pre Close23 Volume105 Open Interest172.50Strike Price400.00Turnover18.17%IV0.97%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.1346Delta0.1479Gamma1740.90Leverage Ratio-0.1990Theta-0.0005Rho-234.38Eff Leverage0.0175Vega