0.23Open0.30Pre Close2.87K Volume3.99K Open Interest285.00Strike Price396.70KTurnover18.00%IV0.25%PremiumOct 18, 2024Expiry Date2.52Intrinsic Value100Multiplier2DDays to Expiry0.73Extrinsic Value100Contract SizeAmericanOptions Type0.7571Delta0.0832Gamma91.86Leverage Ratio-0.3536Theta0.0113Rho69.54Eff Leverage0.0654Vega