3.90Open2.75Pre Close1 Volume9 Open Interest47.50Strike Price390.00Turnover43.18%IV3.13%PremiumSep 20, 2024Expiry Date2.34Intrinsic Value100Multiplier6DDays to Expiry1.56Extrinsic Value100Contract SizeAmericanOptions Type0.8074Delta0.0941Gamma18.46Leverage Ratio-0.0654Theta0.0069Rho14.90Eff Leverage0.0184Vega