0.05Open0.10Pre Close59 Volume1.12K Open Interest5.00Strike Price395.00Turnover65.44%IV1.01%PremiumDec 27, 2024Expiry Date0.04Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.6126Delta2.9033Gamma66.13Leverage Ratio-0.0425Theta0.0000Rho-40.51Eff Leverage0.0008Vega