0.80Open0.60Pre Close3.57K Volume7.10K Open Interest53.00Strike Price397.89KTurnover37.95%IV0.42%PremiumAug 2, 2024Expiry Date1.32Intrinsic Value100Multiplier2DDays to Expiry0.23Extrinsic Value100Contract SizeAmericanOptions Type0.7991Delta0.1706Gamma35.62Leverage Ratio-0.1082Theta0.0027Rho28.46Eff Leverage0.0122Vega