3.90Open3.70Pre Close1 Volume1.34K Open Interest53.00Strike Price390.00Turnover17.28%IV0.06%PremiumJul 19, 2024Expiry Date3.87Intrinsic Value100Multiplier8DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.9971Delta0.0060Gamma14.40Leverage Ratio-0.0082Theta0.0121Rho14.35Eff Leverage0.0008Vega