0.06Open0.05Pre Close58 Volume318 Open Interest92.00Strike Price396.00Turnover68.83%IV7.01%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0393Delta0.0265Gamma1720.40Leverage Ratio-0.0500Theta0.0001Rho67.55Eff Leverage0.0040Vega