0.08Open0.07Pre Close50 Volume134 Open Interest31.50Strike Price400.00Turnover37.24%IV4.28%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type-0.1154Delta0.1710Gamma505.00Leverage Ratio-0.0329Theta-0.0003Rho-58.27Eff Leverage0.0059Vega