1.53Open2.07Pre Close2 Volume46 Open Interest133.00Strike Price395.00Turnover18.17%IV0.05%PremiumDec 27, 2024Expiry Date2.35Intrinsic Value100Multiplier2DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.9172Delta0.0877Gamma55.36Leverage Ratio-0.0730Theta0.0061Rho50.77Eff Leverage0.0146Vega