0.58Open0.90Pre Close16 Volume63 Open Interest442.50Strike Price397.00Turnover27.54%IV0.71%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.18Extrinsic Value100Contract SizeAmericanOptions Type0.1698Delta0.1064Gamma2254.08Leverage Ratio-2.1523Theta0.0003Rho382.63Eff Leverage0.0218Vega