1.32Open0.95Pre Close3 Volume107 Open Interest100.00Strike Price396.00Turnover35.10%IV5.86%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier16DDays to Expiry1.32Extrinsic Value100Contract SizeAmericanOptions Type0.2994Delta0.0488Gamma73.62Leverage Ratio-0.0794Theta0.0123Rho22.04Eff Leverage0.0704Vega