3.92Open4.10Pre Close1 Volume1 Open Interest11.00Strike Price392.00Turnover201.70%IV3.80%PremiumDec 20, 2024Expiry Date3.64Intrinsic Value100Multiplier6DDays to Expiry0.28Extrinsic Value100Contract SizeAmericanOptions Type-0.9176Delta0.0794Gamma1.99Leverage Ratio-0.0212Theta-0.0014Rho-1.83Eff Leverage0.0015Vega