4.00Open3.50Pre Close1 Volume237 Open Interest54.00Strike Price400.00Turnover129.62%IV0.61%PremiumNov 29, 2024Expiry Date3.65Intrinsic Value100Multiplier1DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.8883Delta0.0599Gamma15.05Leverage Ratio-0.4586Theta0.0009Rho13.37Eff Leverage0.0047Vega