0.33Open0.51Pre Close17 Volume149 Open Interest27.00Strike Price396.00Turnover76.95%IV5.87%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.23Extrinsic Value100Contract SizeAmericanOptions Type-0.2075Delta0.1504Gamma123.65Leverage Ratio-0.1011Theta-0.0004Rho-25.65Eff Leverage0.0071Vega