0.40Open0.35Pre Close10 Volume47 Open Interest5.00Strike Price400.00Turnover35.57%IV3.05%PremiumJan 17, 2025Expiry Date0.24Intrinsic Value100Multiplier20DDays to Expiry0.16Extrinsic Value100Contract SizeAmericanOptions Type0.7364Delta0.7471Gamma16.12Leverage Ratio-0.0040Theta0.0019Rho11.87Eff Leverage0.0040Vega