0.15Open0.35Pre Close23 Volume108 Open Interest125.00Strike Price387.00Turnover42.59%IV15.43%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type-0.0581Delta0.0071Gamma346.96Leverage Ratio-0.0370Theta-0.0054Rho-20.15Eff Leverage0.0445Vega