0.15Open0.22Pre Close26 Volume683 Open Interest24.00Strike Price396.00Turnover65.54%IV6.43%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.2110Delta0.1913Gamma129.66Leverage Ratio-0.0593Theta0.0005Rho27.35Eff Leverage0.0067Vega