0.60Open0.50Pre Close8 Volume72 Open Interest48.50Strike Price396.00Turnover57.08%IV4.09%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.31Extrinsic Value100Contract SizeAmericanOptions Type0.2803Delta0.1339Gamma125.04Leverage Ratio-0.1398Theta0.0011Rho35.05Eff Leverage0.0148Vega