0.10Open0.31Pre Close48 Volume481 Open Interest28.50Strike Price399.00Turnover46.44%IV3.66%PremiumNov 8, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.1733Delta0.2761Gamma324.59Leverage Ratio-0.0607Theta0.0002Rho56.24Eff Leverage0.0051Vega