3.90Open5.60Pre Close1 Volume63 Open Interest155.00Strike Price390.00Turnover27.04%IV0.63%PremiumDec 6, 2024Expiry Date2.90Intrinsic Value100Multiplier2DDays to Expiry1.00Extrinsic Value100Contract SizeAmericanOptions Type0.8004Delta0.0782Gamma47.13Leverage Ratio-0.2151Theta0.0086Rho37.72Eff Leverage0.0370Vega