0.35Open0.68Pre Close12 Volume620 Open Interest130.00Strike Price394.00Turnover20.73%IV6.26%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type-0.1011Delta0.0248Gamma395.17Leverage Ratio-0.0263Theta-0.0078Rho-39.93Eff Leverage0.0607Vega