0.20Open0.22Pre Close22 Volume35 Open Interest125.00Strike Price400.00Turnover21.55%IV10.45%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier26DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.0550Delta0.0170Gamma755.67Leverage Ratio-0.0144Theta0.0044Rho41.60Eff Leverage0.0339Vega