3.90Open4.10Pre Close1 Volume4 Open Interest16.00Strike Price390.00Turnover78.36%IV1.32%PremiumDec 20, 2024Expiry Date3.64Intrinsic Value100Multiplier31DDays to Expiry0.26Extrinsic Value100Contract SizeAmericanOptions Type0.8469Delta0.0524Gamma4.79Leverage Ratio-0.0185Theta0.0108Rho4.06Eff Leverage0.0136Vega