0.40Open0.40Pre Close10 Volume385 Open Interest10.00Strike Price400.00Turnover236.86%IV8.67%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier10DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type0.5330Delta0.1074Gamma7.36Leverage Ratio-0.0781Theta0.0010Rho3.92Eff Leverage0.0062Vega