4.00Open3.00Pre Close1 Volume521 Open Interest45.00Strike Price400.00Turnover34.79%IV1.64%PremiumDec 20, 2024Expiry Date3.21Intrinsic Value100Multiplier23DDays to Expiry0.79Extrinsic Value100Contract SizeAmericanOptions Type0.8068Delta0.0653Gamma12.69Leverage Ratio-0.0295Theta0.0220Rho10.23Eff Leverage0.0331Vega