3.94Open6.20Pre Close1 Volume462 Open Interest57.50Strike Price394.00Turnover47.03%IV0.31%PremiumDec 20, 2024Expiry Date3.75Intrinsic Value100Multiplier6DDays to Expiry0.19Extrinsic Value100Contract SizeAmericanOptions Type0.8638Delta0.0596Gamma15.12Leverage Ratio-0.0731Theta0.0079Rho13.06Eff Leverage0.0170Vega