0.77Open0.35Pre Close5 Volume3 Open Interest93.00Strike Price385.00Turnover2.42%IV0.48%PremiumDec 20, 2024Expiry Date0.32Intrinsic Value100Multiplier23DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type0.8456Delta0.4154Gamma149.31Leverage Ratio-0.0122Theta0.0502Rho126.25Eff Leverage0.0530Vega