4.00Open2.50Pre Close1 Volume73 Open Interest65.00Strike Price400.00Turnover33.46%IV2.30%PremiumSep 20, 2024Expiry Date2.45Intrinsic Value100Multiplier27DDays to Expiry1.55Extrinsic Value100Contract SizeAmericanOptions Type0.6884Delta0.0572Gamma16.86Leverage Ratio-0.0461Theta0.0318Rho11.61Eff Leverage0.0653Vega