0.60Open0.60Pre Close7 Volume40 Open Interest41.00Strike Price399.00Turnover34.28%IV1.38%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.39Extrinsic Value100Contract SizeAmericanOptions Type-0.4308Delta0.3261Gamma105.59Leverage Ratio-0.0970Theta-0.0012Rho-45.49Eff Leverage0.0138Vega