0.25Open0.18Pre Close16 Volume120 Open Interest38.00Strike Price397.00Turnover47.89%IV5.09%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.22Extrinsic Value100Contract SizeAmericanOptions Type0.2104Delta0.1524Gamma165.32Leverage Ratio-0.0652Theta0.0009Rho34.78Eff Leverage0.0114Vega