0.15Open0.09Pre Close38 Volume2.01K Open Interest100.00Strike Price397.00Turnover20.20%IV3.12%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.0810Delta0.0729Gamma1293.73Leverage Ratio-0.0360Theta0.0009Rho104.74Eff Leverage0.0153Vega