0.10Open0.31Pre Close48 Volume481 Open Interest28.50Strike Price399.00Turnover49.24%IV3.66%PremiumNov 8, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.1732Delta0.2759Gamma324.59Leverage Ratio-0.0671Theta0.0002Rho56.22Eff Leverage0.0048Vega