0.06Open0.09Pre Close54 Volume425 Open Interest19.50Strike Price297.00Turnover38.16%IV3.88%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.1435Delta0.3644Gamma418.00Leverage Ratio-0.0250Theta0.0002Rho59.98Eff Leverage0.0037Vega