0.17Open0.30Pre Close26 Volume394 Open Interest32.50Strike Price397.00Turnover33.74%IV3.77%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type-0.1433Delta0.1875Gamma320.36Leverage Ratio-0.0324Theta-0.0005Rho-45.92Eff Leverage0.0081Vega