0.06Open0.06Pre Close107 Volume4.24K Open Interest35.50Strike Price397.00Turnover21.84%IV2.72%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.1140Delta0.2653Gamma864.75Leverage Ratio-0.0200Theta0.0004Rho98.62Eff Leverage0.0064Vega