3.90Open5.60Pre Close1 Volume63 Open Interest155.00Strike Price390.00Turnover33.14%IV0.81%PremiumDec 6, 2024Expiry Date2.63Intrinsic Value100Multiplier3DDays to Expiry1.27Extrinsic Value100Contract SizeAmericanOptions Type0.7384Delta0.0685Gamma44.40Leverage Ratio-0.2849Theta0.0093Rho32.79Eff Leverage0.0467Vega