1.10Open1.05Pre Close4 Volume127 Open Interest31.00Strike Price399.00Turnover36.07%IV1.78%PremiumNov 15, 2024Expiry Date0.44Intrinsic Value100Multiplier22DDays to Expiry0.56Extrinsic Value100Contract SizeAmericanOptions Type0.5924Delta0.1402Gamma22.87Leverage Ratio-0.0271Theta0.0103Rho13.55Eff Leverage0.0298Vega