0.63Open0.16Pre Close7 Volume164 Open Interest30.00Strike Price397.00Turnover22.01%IV1.17%PremiumJan 17, 2025Expiry Date0.21Intrinsic Value100Multiplier6DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type-0.5818Delta0.4544Gamma66.20Leverage Ratio-0.0258Theta-0.0027Rho-38.52Eff Leverage0.0153Vega