0.20Open0.11Pre Close20 Volume492 Open Interest12.50Strike Price396.00Turnover60.26%IV1.03%PremiumDec 13, 2024Expiry Date0.13Intrinsic Value100Multiplier1DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type0.6183Delta0.8109Gamma48.58Leverage Ratio-0.0822Theta0.0003Rho30.03Eff Leverage0.0030Vega