0.40Open0.50Pre Close9 Volume1.37K Open Interest80.00Strike Price396.00Turnover37.05%IV2.72%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.43Extrinsic Value100Contract SizeAmericanOptions Type0.2922Delta0.1179Gamma149.14Leverage Ratio-0.1450Theta0.0023Rho43.57Eff Leverage0.0270Vega