0.20Open0.10Pre Close21 Volume427 Open Interest12.50Strike Price381.00Turnover10.25%IV1.60%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.17Extrinsic Value100Contract SizeAmericanOptions Type0.5076Delta1.2832Gamma99.76Leverage Ratio-0.0036Theta0.0037Rho50.64Eff Leverage0.0121Vega