3.97Open6.70Pre Close1 Volume147 Open Interest195.00Strike Price397.00Turnover37.89%IV1.70%PremiumDec 20, 2024Expiry Date0.65Intrinsic Value100Multiplier4DDays to Expiry3.32Extrinsic Value100Contract SizeAmericanOptions Type0.5469Delta0.0532Gamma58.40Leverage Ratio-0.4440Theta0.0105Rho31.94Eff Leverage0.0779Vega