0.45Open0.37Pre Close9 Volume118 Open Interest177.50Strike Price387.00Turnover50.40%IV4.40%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type-0.1135Delta0.0287Gamma494.03Leverage Ratio-0.3002Theta-0.0010Rho-56.06Eff Leverage0.0255Vega