0.80Open2.34Pre Close5 Volume26 Open Interest56.00Strike Price400.00Turnover82.70%IV0.74%PremiumJan 10, 2025Expiry Date0.38Intrinsic Value100Multiplier1DDays to Expiry0.42Extrinsic Value100Contract SizeAmericanOptions Type0.5640Delta0.1367Gamma41.76Leverage Ratio-0.5315Theta0.0012Rho23.55Eff Leverage0.0137Vega