0.35Open0.30Pre Close17 Volume1.19K Open Interest87.50Strike Price397.00Turnover37.34%IV5.73%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type-0.1058Delta0.0421Gamma411.60Leverage Ratio-0.0660Theta-0.0015Rho-43.57Eff Leverage0.0213Vega