0.40Open0.57Pre Close10 Volume120 Open Interest2.50Strike Price400.00Turnover111.21%IV1.05%PremiumJan 17, 2025Expiry Date0.37Intrinsic Value100Multiplier5DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.8634Delta0.5657Gamma7.18Leverage Ratio-0.0081Theta0.0003Rho6.19Eff Leverage0.0008Vega