4.00Open4.30Pre Close1 Volume422 Open Interest67.50Strike Price400.00Turnover49.21%IV0.87%PremiumJan 17, 2025Expiry Date3.38Intrinsic Value100Multiplier4DDays to Expiry0.62Extrinsic Value100Contract SizeAmericanOptions Type0.8453Delta0.0675Gamma19.16Leverage Ratio-0.1186Theta0.0057Rho16.19Eff Leverage0.0170Vega