4.00Open3.72Pre Close1 Volume39 Open Interest131.00Strike Price400.00Turnover17.47%IV0.40%PremiumDec 20, 2024Expiry Date3.46Intrinsic Value100Multiplier24DDays to Expiry0.54Extrinsic Value100Contract SizeAmericanOptions Type0.7488Delta0.0532Gamma28.31Leverage Ratio-0.0519Theta0.0624Rho21.20Eff Leverage0.1092Vega