1.32Open1.68Pre Close3 Volume240 Open Interest54.00Strike Price396.00Turnover18.91%IV1.17%PremiumSep 20, 2024Expiry Date0.68Intrinsic Value100Multiplier23DDays to Expiry0.64Extrinsic Value100Contract SizeAmericanOptions Type0.6378Delta0.1426Gamma35.86Leverage Ratio-0.0257Theta0.0216Rho22.87Eff Leverage0.0521Vega