0.06Open0.05Pre Close58 Volume313 Open Interest92.00Strike Price396.00Turnover130.31%IV7.36%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0377Delta0.0245Gamma1714.80Leverage Ratio-0.3941Theta0.0000Rho64.68Eff Leverage0.0021Vega