0.98Open1.65Pre Close4 Volume1 Open Interest84.00Strike Price392.00Turnover27.35%IV0.36%PremiumNov 29, 2024Expiry Date0.68Intrinsic Value100Multiplier4DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type-0.5958Delta0.1563Gamma61.72Leverage Ratio-0.1116Theta-0.0054Rho-36.77Eff Leverage0.0353Vega