4.00Open3.50Pre Close1 Volume237 Open Interest54.00Strike Price400.00Turnover118.64%IV0.61%PremiumNov 29, 2024Expiry Date3.65Intrinsic Value100Multiplier1DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.8886Delta0.0599Gamma15.05Leverage Ratio-0.3848Theta0.0010Rho13.38Eff Leverage0.0051Vega