3.95Open2.76Pre Close1 Volume866 Open Interest55.00Strike Price395.00Turnover46.09%IV1.23%PremiumJan 17, 2025Expiry Date3.24Intrinsic Value100Multiplier11DDays to Expiry0.72Extrinsic Value100Contract SizeAmericanOptions Type0.7798Delta0.0631Gamma14.56Leverage Ratio-0.0680Theta0.0127Rho11.35Eff Leverage0.0302Vega