0.35Open0.48Pre Close11 Volume83 Open Interest54.00Strike Price395.00Turnover36.17%IV2.80%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type-0.2722Delta0.1737Gamma169.51Leverage Ratio-0.0976Theta-0.0013Rho-46.14Eff Leverage0.0175Vega