0.05Open0.07Pre Close67 Volume2.15K Open Interest58.00Strike Price399.00Turnover45.42%IV6.56%PremiumSep 13, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0522Delta0.0462Gamma726.33Leverage Ratio-0.0323Theta0.0002Rho37.93Eff Leverage0.0054Vega