0.06Open0.05Pre Close58 Volume318 Open Interest92.00Strike Price396.00Turnover82.32%IV7.36%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0291Delta0.0210Gamma2449.71Leverage Ratio-0.1339Theta0.0000Rho71.35Eff Leverage0.0025Vega