3.95Open5.00Pre Close1 Volume83 Open Interest177.50Strike Price395.00Turnover42.17%IV0.32%PremiumJan 10, 2025Expiry Date3.37Intrinsic Value100Multiplier1DDays to Expiry0.58Extrinsic Value100Contract SizeAmericanOptions Type0.7616Delta0.0630Gamma44.11Leverage Ratio-0.5552Theta0.0056Rho33.60Eff Leverage0.0361Vega