4.00Open4.10Pre Close1 Volume765 Open Interest30.00Strike Price400.00Turnover65.03%IV2.07%PremiumJan 17, 2025Expiry Date3.31Intrinsic Value100Multiplier22DDays to Expiry0.69Extrinsic Value100Contract SizeAmericanOptions Type0.7732Delta0.0564Gamma8.77Leverage Ratio-0.0391Theta0.0131Rho6.78Eff Leverage0.0248Vega