0.99Open1.08Pre Close4 Volume8 Open Interest150.00Strike Price396.00Turnover50.73%IV11.54%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier16DDays to Expiry0.99Extrinsic Value100Contract SizeAmericanOptions Type-0.1248Delta0.0114Gamma143.36Leverage Ratio-0.1110Theta-0.0092Rho-17.89Eff Leverage0.0733Vega