0.15Open0.38Pre Close30 Volume61 Open Interest95.00Strike Price400.00Turnover205.52%IV128.00%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.0200Delta0.0032Gamma417.10Leverage Ratio-0.0291Theta0.0002Rho8.34Eff Leverage0.0036Vega