0.06Open0.05Pre Close58 Volume318 Open Interest92.00Strike Price396.00Turnover69.18%IV6.97%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0361Delta0.0250Gamma1912.22Leverage Ratio-0.0450Theta0.0001Rho69.07Eff Leverage0.0036Vega