4.00Open5.80Pre Close1 Volume37 Open Interest460.00Strike Price400.00Turnover23.18%IV5.13%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier26DDays to Expiry4.00Extrinsic Value100Contract SizeAmericanOptions Type-0.2165Delta0.0099Gamma126.49Leverage Ratio-0.1565Theta-0.0681Rho-27.38Eff Leverage0.3771Vega