0.07Open0.10Pre Close126 Volume237 Open Interest177.50Strike Price397.00Turnover64.79%IV5.41%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0264Delta0.0113Gamma3411.45Leverage Ratio-0.2117Theta-0.0001Rho-89.97Eff Leverage0.0051Vega