0.08Open0.07Pre Close50 Volume134 Open Interest31.50Strike Price400.00Turnover37.29%IV4.00%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type-0.1170Delta0.1757Gamma545.50Leverage Ratio-0.0338Theta-0.0003Rho-63.83Eff Leverage0.0059Vega