4.00Open5.79Pre Close1 Volume33 Open Interest85.00Strike Price400.00Turnover22.41%IV1.51%PremiumSep 20, 2024Expiry Date2.76Intrinsic Value100Multiplier21DDays to Expiry1.24Extrinsic Value100Contract SizeAmericanOptions Type-0.7141Delta0.0820Gamma24.55Leverage Ratio-0.0295Theta-0.0257Rho-17.53Eff Leverage0.0662Vega