0.10Open0.10Pre Close30 Volume388 Open Interest59.00Strike Price396.00Turnover23.66%IV1.75%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type0.2146Delta0.2830Gamma465.00Leverage Ratio-0.0765Theta0.0007Rho99.79Eff Leverage0.0127Vega