1.00Open0.73Pre Close4 Volume289 Open Interest17.50Strike Price400.00Turnover70.78%IV1.79%PremiumJan 17, 2025Expiry Date0.68Intrinsic Value100Multiplier4DDays to Expiry0.33Extrinsic Value100Contract SizeAmericanOptions Type0.7430Delta0.2339Gamma19.65Leverage Ratio-0.0575Theta0.0014Rho14.60Eff Leverage0.0063Vega