0.60Open0.60Pre Close7 Volume40 Open Interest41.00Strike Price399.00Turnover42.26%IV1.38%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.39Extrinsic Value100Contract SizeAmericanOptions Type-0.4320Delta0.3274Gamma105.59Leverage Ratio-0.1614Theta-0.0008Rho-45.61Eff Leverage0.0112Vega