0.10Open0.40Pre Close30 Volume75 Open Interest67.50Strike Price396.00Turnover104.80%IV21.32%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.1510Delta0.0102Gamma41.79Leverage Ratio-0.1105Theta-0.0091Rho-6.31Eff Leverage0.0515Vega