1.53Open2.07Pre Close2 Volume47 Open Interest133.00Strike Price395.00Turnover21.19%IV0.05%PremiumDec 27, 2024Expiry Date2.35Intrinsic Value100Multiplier1DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.9119Delta0.0899Gamma55.36Leverage Ratio-0.0867Theta0.0047Rho50.48Eff Leverage0.0134Vega