0.25Open0.20Pre Close23 Volume818 Open Interest6.00Strike Price396.00Turnover90.03%IV14.60%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier14DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.3121Delta0.3712Gamma30.91Leverage Ratio-0.0124Theta0.0006Rho9.65Eff Leverage0.0037Vega