4.00Open5.15Pre Close1 Volume1.72K Open Interest105.00Strike Price400.00Turnover22.43%IV0.87%PremiumDec 20, 2024Expiry Date3.06Intrinsic Value100Multiplier14DDays to Expiry0.94Extrinsic Value100Contract SizeAmericanOptions Type0.7584Delta0.0643Gamma27.36Leverage Ratio-0.0616Theta0.0313Rho20.75Eff Leverage0.0675Vega