4.00Open4.60Pre Close1 Volume4 Open Interest96.00Strike Price400.00Turnover32.63%IV2.59%PremiumDec 20, 2024Expiry Date1.55Intrinsic Value100Multiplier23DDays to Expiry2.45Extrinsic Value100Contract SizeAmericanOptions Type-0.5509Delta0.0510Gamma24.53Leverage Ratio-0.0605Theta-0.0306Rho-13.51Eff Leverage0.0950Vega