0.15Open0.15Pre Close77 Volume995 Open Interest160.00Strike Price396.00Turnover57.90%IV12.98%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.0103Delta0.0025Gamma4595.38Leverage Ratio-0.0281Theta-0.0002Rho-47.52Eff Leverage0.0053Vega