0.04Open0.04Pre Close15 Volume116 Open Interest77.00Strike Price395.00Turnover2087.14%IV6.86%PremiumJan 3, 2025Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.0772Delta0.0450Gamma656.00Leverage Ratio-135.6714Theta0.0000Rho50.66Eff Leverage0.0002Vega