3.90Open3.90Pre Close1 Volume0 Open Interest73.00Strike Price390.00Turnover43.23%IV1.22%PremiumAug 9, 2024Expiry Date3.05Intrinsic Value100Multiplier2DDays to Expiry0.86Extrinsic Value100Contract SizeAmericanOptions Type-0.8457Delta0.0954Gamma23.24Leverage Ratio-0.1075Theta-0.0035Rho-19.65Eff Leverage0.0139Vega