0.60Open0.37Pre Close5 Volume301 Open Interest24.50Strike Price387.00Turnover41.12%IV1.25%PremiumNov 1, 2024Expiry Date0.56Intrinsic Value100Multiplier4DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type-0.7059Delta0.3291Gamma30.11Leverage Ratio-0.0432Theta-0.0018Rho-21.26Eff Leverage0.0088Vega