0.23Open0.30Pre Close2.87K Volume3.99K Open Interest285.00Strike Price396.70KTurnover18.58%IV0.25%PremiumOct 18, 2024Expiry Date2.52Intrinsic Value100Multiplier2DDays to Expiry0.73Extrinsic Value100Contract SizeAmericanOptions Type0.7562Delta0.0831Gamma91.86Leverage Ratio-0.3762Theta0.0107Rho69.47Eff Leverage0.0636Vega