3.97Open4.70Pre Close1 Volume2 Open Interest31.00Strike Price397.00Turnover117.13%IV12.95%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier31DDays to Expiry3.97Extrinsic Value100Contract SizeAmericanOptions Type-0.4262Delta0.0368Gamma7.48Leverage Ratio-0.0652Theta-0.0134Rho-3.19Eff Leverage0.0357Vega