0.14Open0.10Pre Close32 Volume380 Open Interest55.00Strike Price397.00Turnover34.24%IV13.39%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type-0.0502Delta0.0180Gamma506.80Leverage Ratio-0.0111Theta-0.0020Rho-25.45Eff Leverage0.0173Vega