4.00Open3.78Pre Close1 Volume6 Open Interest7.00Strike Price400.00Turnover186.62%IV0.64%PremiumDec 20, 2024Expiry Date3.93Intrinsic Value100Multiplier20DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.8924Delta0.0385Gamma2.57Leverage Ratio-0.0226Theta0.0031Rho2.29Eff Leverage0.0048Vega