0.33Open0.30Pre Close12 Volume952 Open Interest9.00Strike Price393.00Turnover96.22%IV19.61%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.3125Delta0.1947Gamma23.92Leverage Ratio-0.0154Theta0.0012Rho7.48Eff Leverage0.0067Vega