11.30Open8.50Pre Close467 Volume536 Open Interest927.50Strike Price399.90KTurnover33.02%IV1.60%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry6.37Extrinsic Value100Contract SizeAmericanOptions Type0.3757Delta0.0155Gamma146.47Leverage Ratio-2.2227Theta0.0220Rho55.03Eff Leverage0.2810Vega