3.90Open4.70Pre Close1 Volume314 Open Interest31.00Strike Price390.00Turnover65.53%IV0.40%PremiumDec 20, 2024Expiry Date3.76Intrinsic Value100Multiplier5DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type0.9391Delta0.0455Gamma9.03Leverage Ratio-0.0334Theta0.0039Rho8.48Eff Leverage0.0049Vega