0.65Open0.95Pre Close6 Volume748 Open Interest115.00Strike Price387.00Turnover40.44%IV2.62%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.70Extrinsic Value100Contract SizeAmericanOptions Type0.3217Delta0.0794Gamma121.89Leverage Ratio-0.2436Theta0.0035Rho39.21Eff Leverage0.0400Vega