0.98Open1.65Pre Close4 Volume5 Open Interest84.00Strike Price392.00Turnover27.63%IV0.36%PremiumNov 29, 2024Expiry Date0.68Intrinsic Value100Multiplier4DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type-0.5960Delta0.1563Gamma61.72Leverage Ratio-0.1143Theta-0.0053Rho-36.78Eff Leverage0.0349Vega