0.15Open0.10Pre Close38 Volume362 Open Interest27.50Strike Price396.00Turnover43.56%IV4.38%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type0.1988Delta0.2422Gamma211.76Leverage Ratio-0.0451Theta0.0005Rho42.10Eff Leverage0.0074Vega