0.15Open0.07Pre Close28 Volume702 Open Interest20.00Strike Price390.00Turnover68.69%IV17.91%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier15DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.1500Delta0.0974Gamma97.66Leverage Ratio-0.0186Theta0.0010Rho14.65Eff Leverage0.0081Vega