0.07Open0.20Pre Close62 Volume2.40K Open Interest105.00Strike Price397.00Turnover25.22%IV6.03%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0393Delta0.0265Gamma1981.60Leverage Ratio-0.0208Theta0.0006Rho77.81Eff Leverage0.0108Vega