0.15Open0.14Pre Close24 Volume145 Open Interest30.00Strike Price395.00Turnover62.85%IV18.42%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.0808Delta0.0526Gamma254.60Leverage Ratio-0.0182Theta0.0006Rho20.58Eff Leverage0.0068Vega