3.96Open4.75Pre Close1 Volume31 Open Interest180.00Strike Price396.00Turnover29.24%IV0.87%PremiumDec 6, 2024Expiry Date2.41Intrinsic Value100Multiplier4DDays to Expiry1.55Extrinsic Value100Contract SizeAmericanOptions Type-0.6510Delta0.0649Gamma48.65Leverage Ratio-0.2374Theta-0.0128Rho-31.67Eff Leverage0.0725Vega