0.03Open0.03Pre Close277 Volume2.70K Open Interest15.00Strike Price400.00Turnover112.11%IV28.20%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0203Delta0.0352Gamma1170.80Leverage Ratio-0.0065Theta0.0000Rho23.78Eff Leverage0.0006Vega