0.33Open0.71Pre Close12 Volume197 Open Interest12.50Strike Price400.00Turnover38.51%IV2.06%PremiumJan 17, 2025Expiry Date0.11Intrinsic Value100Multiplier16DDays to Expiry0.26Extrinsic Value100Contract SizeAmericanOptions Type0.5685Delta0.3855Gamma26.55Leverage Ratio-0.0135Theta0.0030Rho15.09Eff Leverage0.0104Vega