0.18Open0.30Pre Close24 Volume730 Open Interest11.00Strike Price396.00Turnover62.78%IV2.04%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type-0.4695Delta0.7603Gamma53.78Leverage Ratio-0.0573Theta-0.0003Rho-25.25Eff Leverage0.0033Vega