0.10Open0.10Pre Close30 Volume388 Open Interest59.00Strike Price396.00Turnover22.50%IV1.72%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type0.2231Delta0.3043Gamma465.12Leverage Ratio-0.0753Theta0.0007Rho103.75Eff Leverage0.0130Vega