8.50Open7.77Pre Close346 Volume456 Open Interest960.00Strike Price399.61KTurnover12.76%IV0.26%PremiumNov 29, 2024Expiry Date11.50Intrinsic Value100Multiplier2DDays to Expiry2.50Extrinsic Value100Contract SizeAmericanOptions Type0.8826Delta0.0197Gamma78.66Leverage Ratio-0.4887Theta0.0551Rho69.43Eff Leverage0.1542Vega