0.20Open0.11Pre Close20 Volume494 Open Interest12.50Strike Price396.00Turnover62.20%IV1.03%PremiumDec 13, 2024Expiry Date0.13Intrinsic Value100Multiplier1DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type0.6181Delta0.8107Gamma48.58Leverage Ratio-0.0896Theta0.0003Rho30.03Eff Leverage0.0029Vega