0.72Open0.79Pre Close6 Volume61 Open Interest48.00Strike Price397.00Turnover8140.63%IV0.10%PremiumDec 13, 2024Expiry Date0.60Intrinsic Value100Multiplier-2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.6082Delta0.1574Gamma37.38Leverage Ratio-3458.8981Theta0.0000Rho22.74Eff Leverage0.0001Vega