3.40Open4.60Pre Close716 Volume872 Open Interest225.00Strike Price397.86KTurnover24.55%IV1.82%PremiumDec 20, 2024Expiry Date3.02Intrinsic Value100Multiplier22DDays to Expiry4.03Extrinsic Value100Contract SizeAmericanOptions Type-0.5644Delta0.0300Gamma33.13Leverage Ratio-0.1079Theta-0.0653Rho-18.70Eff Leverage0.2134Vega