0.05Open0.05Pre Close109 Volume1.12K Open Interest69.00Strike Price397.00Turnover35.29%IV3.10%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0446Delta0.0695Gamma2847.20Leverage Ratio-0.0250Theta-0.0001Rho-127.07Eff Leverage0.0036Vega