0.06Open0.05Pre Close58 Volume318 Open Interest92.00Strike Price396.00Turnover70.29%IV7.03%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0291Delta0.0210Gamma1911.22Leverage Ratio-0.0350Theta0.0001Rho55.62Eff Leverage0.0030Vega