0.22Open0.01Pre Close330 Volume1.78K Open Interest125.00Strike Price396.00Turnover61.04%IV8.04%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0082Delta0.0061Gamma11571.00Leverage Ratio-0.0367Theta0.0000Rho95.24Eff Leverage0.0014Vega