0.20Open0.15Pre Close20 Volume10 Open Interest7.50Strike Price400.00Turnover36.71%IV2.14%PremiumJan 17, 2025Expiry Date0.04Intrinsic Value100Multiplier7DDays to Expiry0.16Extrinsic Value100Contract SizeAmericanOptions Type-0.5242Delta1.0144Gamma42.63Leverage Ratio-0.0103Theta-0.0008Rho-22.34Eff Leverage0.0043Vega