0.20Open0.35Pre Close13 Volume16 Open Interest10.00Strike Price397.00Turnover145.44%IV7.58%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type-0.3012Delta0.2840Gamma42.20Leverage Ratio-0.1005Theta-0.0002Rho-12.71Eff Leverage0.0029Vega