0.62Open0.79Pre Close7 Volume796 Open Interest7.00Strike Price394.00Turnover144.09%IV0.31%PremiumDec 13, 2024Expiry Date0.51Intrinsic Value100Multiplier1DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.7817Delta0.4960Gamma11.19Leverage Ratio-0.0589Theta-0.0002Rho-8.75Eff Leverage0.0012Vega