3.94Open6.20Pre Close1 Volume462 Open Interest57.50Strike Price394.00Turnover45.30%IV0.31%PremiumDec 20, 2024Expiry Date3.75Intrinsic Value100Multiplier6DDays to Expiry0.19Extrinsic Value100Contract SizeAmericanOptions Type0.8647Delta0.0595Gamma15.12Leverage Ratio-0.0682Theta0.0085Rho13.08Eff Leverage0.0175Vega