0.03Open0.05Pre Close238 Volume1.81K Open Interest15.50Strike Price397.00Turnover862.34%IV19.68%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier-2DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0239Delta0.0491Gamma1296.00Leverage Ratio-0.7740Theta0.0000Rho31.00Eff Leverage0.0001Vega