1.29Open4.24Pre Close3 Volume39 Open Interest66.00Strike Price396.00Turnover75.98%IV0.54%PremiumNov 15, 2024Expiry Date1.02Intrinsic Value100Multiplier1DDays to Expiry0.36Extrinsic Value100Contract SizeAmericanOptions Type0.6776Delta0.1539Gamma43.95Leverage Ratio-0.5634Theta0.0009Rho29.78Eff Leverage0.0110Vega