0.65Open0.62Pre Close5 Volume336 Open Interest7.00Strike Price379.00Turnover38.30%IV1.30%PremiumDec 20, 2024Expiry Date0.70Intrinsic Value100Multiplier16DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.8962Delta0.2918Gamma10.27Leverage Ratio-0.0042Theta0.0027Rho9.20Eff Leverage0.0029Vega