4.00Open5.15Pre Close1 Volume1.72K Open Interest105.00Strike Price400.00Turnover22.35%IV0.87%PremiumDec 20, 2024Expiry Date3.06Intrinsic Value100Multiplier15DDays to Expiry0.94Extrinsic Value100Contract SizeAmericanOptions Type0.7586Delta0.0643Gamma27.36Leverage Ratio-0.0613Theta0.0314Rho20.75Eff Leverage0.0676Vega