0.23Open0.30Pre Close2.87K Volume3.99K Open Interest285.00Strike Price396.70KTurnover18.44%IV0.25%PremiumOct 18, 2024Expiry Date2.52Intrinsic Value100Multiplier2DDays to Expiry0.73Extrinsic Value100Contract SizeAmericanOptions Type0.7564Delta0.0831Gamma91.86Leverage Ratio-0.3709Theta0.0108Rho69.48Eff Leverage0.0640Vega